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 29.09% 0.03 CHF 0.04 CHF 500,000 50,000 498,444 50,000 15,700 CHF 2,111 CHF 94.83% 94.83%
12/07/2024 22.28% 0.04 CHF 0.05 CHF 489,454 50,000 489,617 50,000 19,574 CHF 2,500 CHF 99.01% 99.01%
11/07/2024 31.51% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 15,428 CHF 2,124 CHF 99.09% 99.09%
10/07/2024 37.82% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 11,849 CHF 1,723 CHF 97.71% 97.71%
09/07/2024 28.57% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 15,000 CHF 2,000 CHF 99.81% 99.81%
08/07/2024 39.38% 0.03 CHF 0.04 CHF 500,000 50,000 496,535 49,818 14,856 CHF 2,236 CHF 99.16% 99.16%
05/07/2024 28.59% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 15,000 CHF 2,001 CHF 95.61% 95.61%
04/07/2024 46.89% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 10,931 CHF 1,762 CHF 100.00% 100.00%
03/07/2024 44.15% 0.02 CHF 0.04 CHF 500,000 50,000 500,000 50,000 12,955 CHF 2,000 CHF 99.73% 99.73%
02/07/2024 57.99% 0.02 CHF 0.04 CHF 500,000 50,000 500,000 50,000 10,802 CHF 1,952 CHF 100.00% 100.00%

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