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 28.67% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,914 CHF 19,957 CHF 98.75% 98.75%
12/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.84% 98.84%
11/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.34% 99.34%
10/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.39% 98.39%
09/07/2024 36.71% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 22,879 CHF 16,440 CHF 97.73% 97.73%
08/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 97.44% 97.44%
05/07/2024 28.49% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,123 CHF 20,062 CHF 98.34% 98.34%
04/07/2024 26.93% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 32,584 CHF 21,292 CHF 94.22% 94.22%
03/07/2024 25.88% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 34,246 CHF 22,123 CHF 99.36% 99.36%
02/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.04% 99.04%

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