market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 38.64% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,189 CHF 15,595 CHF 99.14% 99.14%
12/07/2024 38.80% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 21,046 CHF 15,523 CHF 99.15% 99.15%
11/07/2024 39.67% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,292 CHF 15,146 CHF 98.93% 98.93%
10/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.80% 98.80%
09/07/2024 39.07% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,812 CHF 15,406 CHF 98.95% 98.95%
08/07/2024 29.47% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 29,216 CHF 19,608 CHF 98.93% 98.93%
05/07/2024 28.69% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,899 CHF 19,950 CHF 98.81% 98.81%
04/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.90% 98.90%
03/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.84% 98.84%
02/07/2024 46.01% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,747 CHF 13,874 CHF 98.89% 98.89%

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