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 14.75% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 427,979 63,089 CHF 31,194 CHF 99.45% 99.45%
12/07/2024 13.44% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 400,000 69,481 CHF 31,792 CHF 99.36% 99.36%
11/07/2024 15.42% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 441,079 59,923 CHF 30,813 CHF 98.90% 98.90%
10/07/2024 15.40% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 423,771 59,945 CHF 29,637 CHF 99.19% 99.19%
09/07/2024 15.16% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 409,836 61,124 CHF 29,133 CHF 98.44% 98.44%
08/07/2024 15.72% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 418,341 59,031 CHF 28,720 CHF 98.45% 98.45%
05/07/2024 15.57% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 415,825 59,386 CHF 28,783 CHF 93.82% 93.82%
04/07/2024 14.11% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 400,000 66,237 CHF 30,495 CHF 97.85% 97.85%
03/07/2024 15.36% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 402,519 60,126 CHF 28,227 CHF 98.65% 98.65%
02/07/2024 15.84% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 483,876 58,357 CHF 33,050 CHF 99.44% 99.44%

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