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 15.25% 0.05 CHF 0.06 CHF 1,000,000 400,000 1,000,000 400,000 61,273 CHF 28,509 CHF 94.84% 94.84%
12/07/2024 15.06% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 400,000 61,586 CHF 28,635 CHF 99.20% 99.20%
11/07/2024 13.91% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 400,000 67,199 CHF 30,879 CHF 98.08% 98.08%
10/07/2024 21.56% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 41,649 CHF 25,824 CHF 99.41% 99.41%
09/07/2024 22.25% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,951 CHF 24,976 CHF 99.34% 99.34%
08/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.73% 98.73%
05/07/2024 23.47% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 38,033 CHF 24,016 CHF 98.81% 98.81%
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 99.38% 99.38%
03/07/2024 23.41% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 38,126 CHF 24,063 CHF 99.39% 99.39%
02/07/2024 22.07% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,371 CHF 25,186 CHF 99.30% 99.30%

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