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 7.50% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 496,013 128,480 CHF 68,655 CHF 98.56% 98.56%
12/07/2024 9.97% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 96,378 CHF 53,189 CHF 96.97% 96.97%
11/07/2024 7.42% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 130,421 CHF 70,210 CHF 97.97% 97.97%
10/07/2024 7.14% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 500,000 135,380 CHF 72,690 CHF 97.83% 97.83%
09/07/2024 6.47% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 478,796 151,053 CHF 76,865 CHF 97.66% 97.66%
08/07/2024 10.93% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 87,937 CHF 48,969 CHF 98.86% 98.86%
05/07/2024 18.10% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 50,302 CHF 30,151 CHF 92.51% 92.51%
04/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 99.19% 99.19%
03/07/2024 18.25% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,828 CHF 29,914 CHF 97.50% 97.50%
02/07/2024 22.08% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,360 CHF 25,180 CHF 95.33% 95.33%

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