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 12.99% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 400,000 72,437 CHF 32,975 CHF 94.03% 94.03%
12/07/2024 10.88% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 87,237 CHF 38,895 CHF 94.71% 94.71%
11/07/2024 12.02% 0.09 CHF 0.10 CHF 1,000,000 400,000 999,404 399,839 79,196 CHF 35,668 CHF 94.68% 94.68%
10/07/2024 14.52% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 430,059 64,204 CHF 31,786 CHF 97.44% 97.44%
09/07/2024 14.96% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 457,855 62,049 CHF 32,869 CHF 97.60% 97.60%
08/07/2024 13.69% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 414,414 68,666 CHF 32,476 CHF 96.01% 96.01%
05/07/2024 13.01% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 400,000 72,088 CHF 32,835 CHF 95.06% 95.06%
04/07/2024 13.13% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 400,000 71,327 CHF 32,531 CHF 94.71% 94.71%
03/07/2024 14.44% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 468,984 64,607 CHF 34,823 CHF 97.37% 97.37%
02/07/2024 13.53% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 452,197 69,055 CHF 35,704 CHF 96.55% 96.55%

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