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 5.63% 0.20 CHF 0.21 CHF 1,000,000 500,000 999,995 499,996 173,442 CHF 91,721 CHF 99.01% 99.01%
12/07/2024 9.21% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 500,000 105,289 CHF 57,645 CHF 98.40% 98.40%
11/07/2024 4.58% 0.21 CHF 0.22 CHF 1,000,000 500,000 1,000,000 500,000 213,950 CHF 111,975 CHF 98.34% 98.34%
10/07/2024 4.65% 0.21 CHF 0.22 CHF 1,000,000 500,000 1,000,000 500,000 210,127 CHF 110,064 CHF 99.23% 99.23%
09/07/2024 5.90% 0.19 CHF 0.20 CHF 1,000,000 500,000 1,000,000 500,000 164,895 CHF 87,448 CHF 99.17% 99.17%
08/07/2024 6.54% 0.18 CHF 0.19 CHF 1,000,000 500,000 1,000,000 500,000 148,433 CHF 79,217 CHF 99.02% 99.02%
05/07/2024 6.10% 0.16 CHF 0.17 CHF 1,000,000 500,000 1,000,000 500,000 159,012 CHF 84,506 CHF 99.15% 99.15%
04/07/2024 6.81% 0.15 CHF 0.16 CHF 1,000,000 500,000 1,000,000 500,000 141,931 CHF 75,966 CHF 99.37% 99.37%
03/07/2024 8.93% 0.14 CHF 0.15 CHF 1,000,000 500,000 999,961 499,977 108,896 CHF 59,447 CHF 99.11% 99.11%
02/07/2024 19.71% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 499,984 49,354 CHF 29,676 CHF 97.30% 97.30%

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