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 15.42% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,588 CHF 35,294 CHF 97.28% 97.28%
12/07/2024 13.09% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 71,642 CHF 40,821 CHF 99.46% 99.46%
11/07/2024 17.26% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 53,326 CHF 31,663 CHF 99.00% 99.00%
10/07/2024 18.84% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 48,374 CHF 29,187 CHF 99.21% 99.21%
09/07/2024 18.16% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,080 CHF 30,040 CHF 98.96% 98.96%
08/07/2024 18.09% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,322 CHF 30,161 CHF 99.40% 99.40%
05/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 99.32% 99.32%
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 99.53% 99.53%
03/07/2024 16.00% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 57,800 CHF 33,900 CHF 97.89% 97.89%
02/07/2024 18.09% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,340 CHF 30,170 CHF 99.08% 99.08%

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