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 7.83% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 500,000 123,460 CHF 66,730 CHF 98.11% 98.11%
12/07/2024 13.08% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 72,758 CHF 41,379 CHF 98.43% 98.43%
11/07/2024 6.18% 0.16 CHF 0.17 CHF 1,000,000 500,000 1,000,000 500,000 157,328 CHF 83,664 CHF 98.28% 98.28%
10/07/2024 6.20% 0.15 CHF 0.16 CHF 1,000,000 500,000 1,000,000 500,000 156,486 CHF 83,243 CHF 99.09% 99.09%
09/07/2024 7.94% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 500,000 121,270 CHF 65,635 CHF 99.27% 99.27%
08/07/2024 9.07% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 105,746 CHF 57,873 CHF 98.94% 98.94%
05/07/2024 8.21% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 117,052 CHF 63,526 CHF 99.06% 99.06%
04/07/2024 9.38% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 101,698 CHF 55,849 CHF 99.36% 99.36%
03/07/2024 12.57% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 76,106 CHF 43,053 CHF 98.91% 98.91%
02/07/2024 29.57% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 31,792 CHF 20,896 CHF 97.30% 97.30%

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