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 20.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 255,176 44,518 CHF 13,933 CHF 100.00% 100.00%
12/07/2024 20.98% 0.05 CHF 0.06 CHF 1,000,000 250,000 986,556 250,000 42,254 CHF 13,205 CHF 97.74% 97.74%
11/07/2024 17.27% 0.06 CHF 0.07 CHF 925,000 475,000 947,980 481,628 50,174 CHF 30,319 CHF 99.14% 99.14%
10/07/2024 18.25% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 486,818 49,806 CHF 29,148 CHF 99.80% 99.80%
09/07/2024 17.84% 0.05 CHF 0.06 CHF 1,000,000 250,000 971,961 452,266 49,732 CHF 27,880 CHF 100.00% 100.00%
08/07/2024 18.41% 0.05 CHF 0.06 CHF 1,000,000 250,000 979,631 438,559 48,419 CHF 26,273 CHF 98.99% 98.99%
05/07/2024 13.24% 0.07 CHF 0.08 CHF 725,000 375,000 717,673 371,197 50,637 CHF 29,903 CHF 100.00% 100.00%
04/07/2024 10.97% 0.09 CHF 0.10 CHF 600,000 300,000 591,062 302,506 50,954 CHF 29,116 CHF 98.15% 98.15%
03/07/2024 11.25% 0.09 CHF 0.10 CHF 600,000 300,000 610,844 313,549 51,277 CHF 29,452 CHF 100.00% 100.00%
02/07/2024 13.09% 0.07 CHF 0.08 CHF 725,000 375,000 710,124 367,561 50,689 CHF 29,913 CHF 100.00% 100.00%

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