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 17.98% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,793 CHF 30,397 CHF 99.15% 99.15%
12/07/2024 19.21% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 47,648 CHF 28,824 CHF 98.71% 98.71%
11/07/2024 18.13% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,186 CHF 30,093 CHF 98.92% 98.92%
10/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 98.89% 98.89%
09/07/2024 18.81% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 48,456 CHF 29,228 CHF 98.91% 98.91%
08/07/2024 15.75% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 58,695 CHF 34,347 CHF 99.16% 99.16%
05/07/2024 15.83% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 58,425 CHF 34,212 CHF 98.72% 98.72%
04/07/2024 18.75% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 48,594 CHF 29,297 CHF 98.91% 98.91%
03/07/2024 19.82% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 45,956 CHF 27,978 CHF 98.85% 98.85%
02/07/2024 22.21% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,041 CHF 25,021 CHF 98.88% 98.88%

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