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 22.22% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 20,000 CHF 5,000 CHF 84.84% 84.84%
12/07/2024 22.05% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 20,208 CHF 5,042 CHF 88.97% 88.97%
11/07/2024 25.66% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 17,292 CHF 4,458 CHF 96.22% 96.22%
10/07/2024 30.94% 0.03 CHF 0.04 CHF 500,000 100,000 464,216 96,024 13,907 CHF 3,861 CHF 99.28% 99.28%
09/07/2024 59.91% 0.02 CHF 0.04 CHF 50,000 50,000 50,286 50,032 1,211 CHF 2,203 CHF 97.34% 97.34%
08/07/2024 21.58% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 20,915 CHF 5,188 CHF 100.00% 100.00%
05/07/2024 19.30% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 27,502 CHF 6,667 CHF 94.34% 94.34%
04/07/2024 18.21% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 25,218 CHF 6,053 CHF 99.17% 99.17%
03/07/2024 18.18% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 25,000 CHF 6,000 CHF 92.81% 92.81%
02/07/2024 22.91% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 19,458 CHF 4,892 CHF 100.00% 100.00%

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