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 4.96% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 404,109 196,780 CHF 83,526 CHF 98.24% 98.24%
12/07/2024 5.89% 0.19 CHF 0.20 CHF 1,000,000 400,000 1,000,000 491,210 165,324 CHF 85,904 CHF 97.42% 97.42%
11/07/2024 4.90% 0.18 CHF 0.19 CHF 1,000,000 500,000 1,000,000 500,000 199,617 CHF 104,808 CHF 98.19% 98.19%
10/07/2024 4.80% 0.20 CHF 0.21 CHF 1,000,000 500,000 1,000,000 500,000 203,667 CHF 106,833 CHF 97.97% 97.97%
09/07/2024 4.52% 0.19 CHF 0.20 CHF 1,000,000 500,000 1,000,000 455,153 217,530 CHF 103,057 CHF 98.55% 98.55%
08/07/2024 6.45% 0.17 CHF 0.18 CHF 1,000,000 500,000 1,000,000 500,000 151,002 CHF 80,501 CHF 96.80% 96.80%
05/07/2024 9.45% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 100,884 CHF 55,442 CHF 93.53% 93.53%
04/07/2024 9.52% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 100,000 CHF 55,000 CHF 99.19% 99.19%
03/07/2024 9.55% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 99,755 CHF 54,878 CHF 97.47% 97.47%
02/07/2024 10.47% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 90,557 CHF 50,279 CHF 94.63% 94.63%

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