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 12.50% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 75,465 CHF 42,732 CHF 99.01% 99.01%
12/07/2024 11.77% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 79,998 CHF 44,999 CHF 96.45% 96.45%
11/07/2024 13.48% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 69,316 CHF 39,658 CHF 93.73% 93.73%
10/07/2024 16.08% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 57,505 CHF 33,753 CHF 97.25% 97.25%
09/07/2024 16.25% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 56,922 CHF 33,461 CHF 97.63% 97.63%
08/07/2024 15.16% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 61,101 CHF 35,550 CHF 98.70% 98.70%
05/07/2024 18.54% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,103 CHF 29,552 CHF 97.59% 97.59%
04/07/2024 18.28% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,757 CHF 29,878 CHF 99.37% 99.37%
03/07/2024 14.45% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 65,122 CHF 37,561 CHF 97.36% 97.36%
02/07/2024 13.65% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 68,453 CHF 39,227 CHF 96.70% 96.70%

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