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 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.52% 99.52%
12/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.35% 99.35%
11/07/2024 31.92% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 27,071 CHF 18,535 CHF 98.70% 98.70%
10/07/2024 29.34% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,327 CHF 19,663 CHF 99.17% 99.17%
09/07/2024 31.32% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 27,593 CHF 18,797 CHF 98.49% 98.49%
08/07/2024 31.26% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 27,648 CHF 18,824 CHF 98.55% 98.55%
05/07/2024 29.48% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,204 CHF 19,602 CHF 93.69% 93.69%
04/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 97.84% 97.84%
03/07/2024 28.94% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,679 CHF 19,840 CHF 98.67% 98.67%
02/07/2024 39.01% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 20,870 CHF 15,435 CHF 99.44% 99.44%

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