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 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.14% 99.14%
12/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 97.90% 97.90%
11/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 97.33% 97.33%
10/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.18% 99.18%
09/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.51% 99.51%
08/07/2024 28.42% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,243 CHF 20,121 CHF 99.52% 99.52%
05/07/2024 23.38% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,172 CHF 24,086 CHF 99.56% 99.56%
04/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.56% 99.56%
03/07/2024 24.81% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 35,929 CHF 22,965 CHF 99.49% 99.49%
02/07/2024 25.26% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 35,212 CHF 22,606 CHF 99.56% 99.56%

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