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
25/07/2024 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 25.39% 90.48%
24/07/2024 45.80% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 8,913 CHF 1,391 CHF 85.38% 85.38%
23/07/2024 40.00% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 10,000 CHF 1,500 CHF 98.40% 98.40%
22/07/2024 51.01% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 7,936 CHF 1,294 CHF 100.00% 100.00%
19/07/2024 41.84% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 9,796 CHF 1,480 CHF 95.18% 95.18%
18/07/2024 31.66% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 13,649 CHF 1,865 CHF 94.56% 94.56%
17/07/2024 27.33% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 15,974 CHF 2,097 CHF 72.25% 72.25%
16/07/2024 22.22% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 20,000 CHF 2,500 CHF 71.86% 71.86%
15/07/2024 19.88% 0.04 CHF 0.05 CHF 500,000 50,000 478,700 50,000 21,912 CHF 2,798 CHF 97.72% 97.72%
12/07/2024 18.02% 0.05 CHF 0.06 CHF 500,000 50,000 480,333 50,000 24,281 CHF 3,028 CHF 74.44% 74.44%

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