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 8.17% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 117,550 CHF 63,775 CHF 97.34% 97.34%
12/07/2024 7.31% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 132,103 CHF 71,052 CHF 99.41% 99.41%
11/07/2024 8.61% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 111,417 CHF 60,709 CHF 99.23% 99.23%
10/07/2024 9.67% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 98,497 CHF 54,249 CHF 99.23% 99.23%
09/07/2024 10.34% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 91,937 CHF 50,969 CHF 98.96% 98.96%
08/07/2024 9.63% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 98,933 CHF 54,466 CHF 99.31% 99.31%
05/07/2024 10.55% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 89,845 CHF 49,923 CHF 99.43% 99.43%
04/07/2024 10.53% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 90,000 CHF 50,000 CHF 99.50% 99.50%
03/07/2024 10.29% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 92,330 CHF 51,165 CHF 97.84% 97.84%
02/07/2024 11.05% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 85,767 CHF 47,884 CHF 99.07% 99.07%

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