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 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,000 CHF 8,750 CHF 100.00% 100.00%
12/07/2024 31.39% 0.03 CHF 0.04 CHF 1,000,000 250,000 980,817 250,000 26,518 CHF 9,259 CHF 98.46% 98.46%
11/07/2024 29.24% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,141 250,000 29,066 CHF 9,826 CHF 99.34% 99.34%
10/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 99.78% 99.78%
09/07/2024 28.60% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 29,965 CHF 9,991 CHF 100.00% 100.00%
08/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 990,470 250,000 29,714 CHF 10,000 CHF 98.98% 98.98%
05/07/2024 27.76% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 31,143 CHF 10,286 CHF 100.00% 100.00%
04/07/2024 25.62% 0.04 CHF 0.05 CHF 1,000,000 250,000 995,171 250,000 33,985 CHF 11,035 CHF 98.16% 98.16%
03/07/2024 24.82% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,329 CHF 11,332 CHF 100.00% 100.00%
02/07/2024 22.14% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 259,074 40,432 CHF 13,132 CHF 100.00% 100.00%

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