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 19.12% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 47,689 CHF 28,845 CHF 99.71% 99.71%
12/07/2024 15.43% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 59,837 CHF 34,919 CHF 99.51% 99.51%
11/07/2024 19.48% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 46,776 CHF 28,388 CHF 99.11% 99.11%
10/07/2024 23.80% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 37,519 CHF 23,760 CHF 99.60% 99.60%
09/07/2024 22.49% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 39,584 CHF 24,792 CHF 99.51% 99.51%
08/07/2024 18.34% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 50,013 CHF 30,007 CHF 99.56% 99.56%
05/07/2024 15.36% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,225 CHF 35,112 CHF 99.28% 99.28%
04/07/2024 15.35% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,169 CHF 35,084 CHF 99.54% 99.54%
03/07/2024 14.83% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 62,716 CHF 36,358 CHF 99.58% 99.58%
02/07/2024 17.92% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,933 CHF 30,467 CHF 99.57% 99.57%

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