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 13.18% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 400,000 71,737 CHF 32,695 CHF 93.57% 93.57%
12/07/2024 13.68% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 400,000 68,595 CHF 31,438 CHF 93.20% 93.20%
11/07/2024 15.64% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 404,131 59,516 CHF 28,054 CHF 94.61% 94.61%
10/07/2024 13.89% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 400,006 67,302 CHF 30,921 CHF 96.11% 96.11%
09/07/2024 11.43% 0.07 CHF 0.08 CHF 1,000,000 400,000 958,139 358,139 79,286 CHF 33,035 CHF 91.47% 91.47%
08/07/2024 11.16% 0.08 CHF 0.09 CHF 1,000,000 400,000 991,403 391,403 84,098 CHF 37,089 CHF 95.69% 95.69%
05/07/2024 10.39% 0.08 CHF 0.09 CHF 1,000,000 400,000 934,148 334,148 85,494 CHF 33,755 CHF 92.60% 92.60%
04/07/2024 10.69% 0.09 CHF 0.10 CHF 900,000 300,000 965,505 365,505 85,623 CHF 36,033 CHF 90.50% 90.50%
03/07/2024 10.61% 0.10 CHF 0.11 CHF 900,000 300,000 989,379 389,379 88,373 CHF 38,652 CHF 97.09% 97.09%
02/07/2024 9.06% 0.11 CHF 0.12 CHF 900,000 300,000 900,000 300,000 95,014 CHF 34,671 CHF 94.82% 94.82%

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