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 6.59% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 449,750 147,062 CHF 70,350 CHF 97.89% 97.89%
12/07/2024 8.38% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 114,713 CHF 62,356 CHF 99.00% 99.00%
11/07/2024 10.11% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 94,466 CHF 52,233 CHF 97.29% 97.29%
10/07/2024 10.53% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 90,000 CHF 50,000 CHF 89.36% 89.36%
09/07/2024 10.53% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 90,000 CHF 50,000 CHF 99.36% 99.36%
08/07/2024 10.47% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 90,580 CHF 50,290 CHF 97.49% 97.49%
05/07/2024 10.41% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 91,126 CHF 50,563 CHF 96.93% 96.93%
04/07/2024 9.68% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 98,455 CHF 54,228 CHF 99.37% 99.37%
03/07/2024 9.62% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 99,065 CHF 54,533 CHF 97.63% 97.63%
02/07/2024 10.30% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 92,268 CHF 51,134 CHF 94.69% 94.69%

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