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 37.43% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 21,926 CHF 7,981 CHF 100.00% 100.00%
12/07/2024 34.33% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,847 250,000 24,097 CHF 8,563 CHF 98.41% 98.41%
11/07/2024 33.31% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,248 250,000 24,827 CHF 8,755 CHF 99.05% 99.05%
10/07/2024 31.62% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 26,794 CHF 9,199 CHF 99.78% 99.78%
09/07/2024 32.58% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,791 CHF 8,948 CHF 100.00% 100.00%
08/07/2024 31.28% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 27,151 CHF 9,288 CHF 98.99% 98.99%
05/07/2024 31.32% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 27,111 CHF 9,278 CHF 100.00% 100.00%
04/07/2024 28.66% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,185 250,000 29,706 CHF 9,978 CHF 98.17% 98.17%
03/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 100.00% 100.00%
02/07/2024 25.71% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 34,012 CHF 11,003 CHF 100.00% 100.00%

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