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 6.06% 0.18 CHF 0.19 CHF 1,000,000 500,000 1,000,000 500,000 160,664 CHF 85,332 CHF 98.85% 98.85%
12/07/2024 8.72% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 500,000 110,735 CHF 60,367 CHF 99.01% 99.01%
11/07/2024 5.50% 0.18 CHF 0.19 CHF 1,000,000 500,000 1,000,000 500,000 177,124 CHF 93,562 CHF 98.42% 98.42%
10/07/2024 5.59% 0.17 CHF 0.18 CHF 1,000,000 500,000 1,000,000 500,000 174,197 CHF 92,098 CHF 99.06% 99.06%
09/07/2024 6.78% 0.16 CHF 0.17 CHF 1,000,000 500,000 1,000,000 500,000 142,695 CHF 76,347 CHF 98.77% 98.77%
08/07/2024 7.59% 0.15 CHF 0.16 CHF 1,000,000 500,000 1,000,000 500,000 127,127 CHF 68,563 CHF 98.97% 98.97%
05/07/2024 7.35% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 131,179 CHF 70,590 CHF 98.81% 98.81%
04/07/2024 7.97% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 120,530 CHF 65,265 CHF 99.38% 99.38%
03/07/2024 10.01% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 96,172 CHF 53,086 CHF 98.91% 98.91%
02/07/2024 19.08% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 50,387 CHF 30,194 CHF 97.31% 97.31%

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