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
25/07/2024 19.67% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 46,588 CHF 28,294 CHF 99.41% 99.41%
24/07/2024 26.69% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 32,968 CHF 21,484 CHF 99.34% 99.34%
23/07/2024 18.96% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 48,071 CHF 29,036 CHF 99.39% 99.39%
22/07/2024 17.05% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 54,079 CHF 32,039 CHF 96.74% 96.74%
19/07/2024 11.16% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 401,658 85,054 CHF 38,154 CHF 98.18% 98.18%
18/07/2024 11.71% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 80,854 CHF 36,341 CHF 99.34% 99.34%
17/07/2024 14.93% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 489,685 62,277 CHF 35,291 CHF 99.26% 99.26%
16/07/2024 19.09% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 47,759 CHF 28,879 CHF 99.34% 99.34%
15/07/2024 22.02% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 40,491 CHF 25,245 CHF 95.51% 95.51%
12/07/2024 22.63% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,358 CHF 24,679 CHF 99.35% 99.35%

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