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 18.87% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,113 385,316 47,856 CHF 22,633 CHF 99.38% 99.38%
12/07/2024 17.35% 0.06 CHF 0.07 CHF 850,000 425,000 958,844 483,826 50,515 CHF 30,336 CHF 99.05% 99.05%
11/07/2024 18.05% 0.06 CHF 0.07 CHF 1,000,000 500,000 976,658 478,884 49,299 CHF 29,005 CHF 97.74% 97.74%
10/07/2024 20.04% 0.05 CHF 0.06 CHF 925,000 475,000 985,234 354,555 44,673 CHF 20,143 CHF 95.44% 95.44%
09/07/2024 18.30% 0.05 CHF 0.06 CHF 1,000,000 500,000 991,553 477,421 49,266 CHF 28,560 CHF 99.04% 99.04%
08/07/2024 17.00% 0.06 CHF 0.07 CHF 1,000,000 500,000 934,560 478,187 50,325 CHF 30,542 CHF 99.22% 99.22%
05/07/2024 14.71% 0.06 CHF 0.07 CHF 925,000 475,000 796,890 411,131 50,162 CHF 29,998 CHF 99.38% 99.38%
04/07/2024 14.54% 0.07 CHF 0.08 CHF 850,000 425,000 792,087 405,645 50,538 CHF 29,948 CHF 99.38% 99.38%
03/07/2024 15.45% 0.06 CHF 0.07 CHF 850,000 425,000 854,988 424,109 51,066 CHF 29,589 CHF 98.61% 98.61%
02/07/2024 18.71% 0.05 CHF 0.06 CHF 1,000,000 250,000 996,951 423,939 48,405 CHF 25,033 CHF 99.04% 99.04%

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