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 21.98% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 40,673 CHF 25,337 CHF 98.61% 98.61%
12/07/2024 22.14% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,198 CHF 25,099 CHF 97.05% 97.05%
11/07/2024 27.20% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 32,163 CHF 21,081 CHF 93.37% 93.37%
10/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 96.59% 96.59%
09/07/2024 29.42% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,257 CHF 19,629 CHF 97.45% 97.45%
08/07/2024 28.39% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,283 CHF 20,141 CHF 98.97% 98.97%
05/07/2024 35.13% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 24,260 CHF 17,130 CHF 97.83% 97.83%
04/07/2024 31.20% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 27,704 CHF 18,852 CHF 99.37% 99.37%
03/07/2024 24.29% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 36,833 CHF 23,417 CHF 98.16% 98.16%
02/07/2024 23.26% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 38,369 CHF 24,185 CHF 97.85% 97.85%

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