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 6.66% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 145,432 CHF 62,173 CHF 99.58% 99.58%
12/07/2024 8.03% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 480,837 119,895 CHF 62,252 CHF 99.57% 99.57%
11/07/2024 8.35% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 499,136 115,180 CHF 62,460 CHF 99.35% 99.35%
10/07/2024 9.39% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 101,670 CHF 55,835 CHF 99.26% 99.26%
09/07/2024 10.61% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 89,355 CHF 49,677 CHF 99.31% 99.31%
08/07/2024 11.14% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 85,082 CHF 47,541 CHF 99.32% 99.32%
05/07/2024 9.51% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 100,235 CHF 55,118 CHF 99.24% 99.24%
04/07/2024 10.47% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 90,544 CHF 50,272 CHF 99.36% 99.36%
03/07/2024 13.95% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 67,620 CHF 38,810 CHF 99.28% 99.28%
02/07/2024 15.49% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 59,606 CHF 34,803 CHF 99.39% 99.39%

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