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 23.81% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 37,247 CHF 11,812 CHF 100.00% 100.00%
12/07/2024 26.45% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,828 250,000 32,928 CHF 10,786 CHF 98.40% 98.40%
11/07/2024 28.54% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,265 250,000 29,806 CHF 10,010 CHF 99.03% 99.03%
10/07/2024 27.81% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 31,068 CHF 10,267 CHF 99.77% 99.77%
09/07/2024 29.03% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 29,518 CHF 9,880 CHF 100.00% 100.00%
08/07/2024 27.16% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 31,981 CHF 10,495 CHF 98.99% 98.99%
05/07/2024 25.49% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 34,406 CHF 11,101 CHF 100.00% 100.00%
04/07/2024 24.92% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,174 250,000 34,901 CHF 11,285 CHF 98.16% 98.16%
03/07/2024 25.19% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 34,821 CHF 11,205 CHF 100.00% 100.00%
02/07/2024 28.83% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 29,730 CHF 9,932 CHF 100.00% 100.00%

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