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 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 100.00% 100.00%
12/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 986,639 250,000 19,733 CHF 7,500 CHF 97.73% 97.73%
11/07/2024 34.87% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,240 250,000 23,653 CHF 8,462 CHF 99.14% 99.14%
10/07/2024 35.29% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 23,535 CHF 8,384 CHF 99.79% 99.79%
09/07/2024 34.94% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 23,794 CHF 8,449 CHF 100.00% 100.00%
08/07/2024 35.46% 0.02 CHF 0.03 CHF 1,000,000 250,000 989,174 250,000 23,132 CHF 8,351 CHF 98.98% 98.98%
05/07/2024 27.97% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,839 CHF 10,210 CHF 100.00% 100.00%
04/07/2024 23.46% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,831 250,000 37,524 CHF 11,943 CHF 98.15% 98.15%
03/07/2024 23.25% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 38,148 CHF 12,037 CHF 100.00% 100.00%
02/07/2024 27.22% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 31,889 CHF 10,472 CHF 100.00% 100.00%

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