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 23.14% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,267 CHF 24,134 CHF 99.19% 99.19%
12/07/2024 32.56% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 26,093 CHF 18,047 CHF 97.91% 97.91%
11/07/2024 22.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 39,653 CHF 24,826 CHF 98.17% 98.17%
10/07/2024 20.70% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 43,437 CHF 26,718 CHF 97.90% 97.90%
09/07/2024 18.11% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 51,057 CHF 30,529 CHF 97.24% 97.24%
08/07/2024 36.40% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 23,208 CHF 16,604 CHF 99.11% 99.11%
05/07/2024 65.72% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,236 CHF 10,118 CHF 93.76% 93.76%
04/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.19% 99.19%
03/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 97.54% 97.54%
02/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 95.24% 95.24%

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