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 11.32% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 451,572 83,837 CHF 42,099 CHF 91.44% 91.44%
12/07/2024 11.40% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 427,583 83,274 CHF 39,764 CHF 94.21% 94.21%
11/07/2024 12.75% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 73,688 CHF 41,844 CHF 93.87% 93.87%
10/07/2024 11.65% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 80,945 CHF 45,473 CHF 89.24% 89.24%
09/07/2024 12.82% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 73,282 CHF 41,641 CHF 93.63% 93.63%
08/07/2024 10.35% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 441,397 91,900 CHF 44,828 CHF 90.10% 90.10%
05/07/2024 9.78% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 430,633 97,925 CHF 46,233 CHF 98.49% 98.49%
04/07/2024 13.54% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 69,544 CHF 39,772 CHF 88.96% 88.96%
03/07/2024 14.81% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 62,804 CHF 36,402 CHF 94.27% 94.27%
02/07/2024 15.69% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 58,903 CHF 34,452 CHF 95.44% 95.44%

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