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 10.97% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 86,414 CHF 48,207 CHF 98.49% 98.49%
12/07/2024 14.69% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 63,820 CHF 36,910 CHF 97.36% 97.36%
11/07/2024 10.85% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 87,696 CHF 48,848 CHF 98.09% 98.09%
10/07/2024 10.14% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 94,084 CHF 52,042 CHF 98.27% 98.27%
09/07/2024 9.20% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 105,215 CHF 57,607 CHF 97.57% 97.57%
08/07/2024 16.46% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 57,167 CHF 33,584 CHF 98.98% 98.98%
05/07/2024 28.41% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 30,248 CHF 20,124 CHF 93.53% 93.53%
04/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.19% 99.19%
03/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 96.40% 96.40%
02/07/2024 31.25% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 27,660 CHF 18,830 CHF 95.15% 95.15%

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