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 25.47% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 34,345 CHF 11,086 CHF 100.00% 100.00%
12/07/2024 25.00% 0.04 CHF 0.05 CHF 1,000,000 250,000 986,628 250,000 34,532 CHF 11,250 CHF 97.74% 97.74%
11/07/2024 23.59% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,235 250,000 37,258 CHF 11,883 CHF 99.15% 99.15%
10/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,000 CHF 12,500 CHF 99.78% 99.78%
09/07/2024 22.13% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 40,203 CHF 12,551 CHF 100.00% 100.00%
08/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 989,215 250,000 39,569 CHF 12,500 CHF 98.98% 98.98%
05/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,000 CHF 12,500 CHF 100.00% 100.00%
04/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,783 250,000 39,751 CHF 12,500 CHF 98.16% 98.16%
03/07/2024 20.00% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 45,000 CHF 13,750 CHF 100.00% 100.00%
02/07/2024 20.00% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 45,000 CHF 13,750 CHF 100.00% 100.00%

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