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 9.78% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 97,518 CHF 53,759 CHF 97.38% 97.38%
12/07/2024 8.63% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 111,030 CHF 60,515 CHF 99.40% 99.40%
11/07/2024 10.42% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 91,226 CHF 50,613 CHF 99.10% 99.10%
10/07/2024 11.52% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 82,116 CHF 46,058 CHF 99.32% 99.32%
09/07/2024 12.61% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 74,666 CHF 42,333 CHF 98.95% 98.95%
08/07/2024 11.91% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 79,063 CHF 44,532 CHF 99.50% 99.50%
05/07/2024 13.33% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 70,000 CHF 40,000 CHF 99.39% 99.39%
04/07/2024 13.33% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 70,000 CHF 40,000 CHF 99.51% 99.51%
03/07/2024 12.82% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 73,303 CHF 41,652 CHF 97.83% 97.83%
02/07/2024 13.41% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 69,677 CHF 39,839 CHF 99.03% 99.03%

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