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 13.46% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 429,169 69,426 CHF 34,022 CHF 97.03% 97.03%
12/07/2024 10.60% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 89,694 CHF 39,877 CHF 96.57% 96.57%
11/07/2024 12.81% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 456,146 73,415 CHF 37,859 CHF 97.61% 97.61%
10/07/2024 16.91% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 55,927 CHF 32,963 CHF 98.63% 98.63%
09/07/2024 19.59% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 46,516 CHF 28,258 CHF 98.60% 98.60%
08/07/2024 18.97% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 48,039 CHF 29,019 CHF 94.91% 94.91%
05/07/2024 16.08% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 57,575 CHF 33,788 CHF 95.09% 95.09%
04/07/2024 16.63% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 55,557 CHF 32,778 CHF 95.44% 95.44%
03/07/2024 14.24% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 65,559 CHF 37,780 CHF 96.88% 96.88%
02/07/2024 16.69% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 55,344 CHF 32,672 CHF 98.24% 98.24%

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