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 8.74% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 109,469 CHF 59,734 CHF 98.31% 98.31%
12/07/2024 10.93% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 87,078 CHF 48,539 CHF 97.27% 97.27%
11/07/2024 8.72% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 110,114 CHF 60,057 CHF 98.28% 98.28%
10/07/2024 8.37% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 114,677 CHF 62,338 CHF 97.79% 97.79%
09/07/2024 7.82% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 123,933 CHF 66,967 CHF 97.41% 97.41%
08/07/2024 11.78% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 80,543 CHF 45,272 CHF 98.98% 98.98%
05/07/2024 18.08% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 50,364 CHF 30,182 CHF 93.74% 93.74%
04/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 99.19% 99.19%
03/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 98.32% 98.32%
02/07/2024 18.27% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,777 CHF 29,888 CHF 95.37% 95.37%

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