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 24.81% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,472 CHF 11,368 CHF 100.00% 100.00%
12/07/2024 24.68% 0.03 CHF 0.04 CHF 1,000,000 250,000 980,310 250,000 34,942 CHF 11,433 CHF 98.45% 98.45%
11/07/2024 22.07% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,159 250,000 40,037 CHF 12,588 CHF 99.30% 99.30%
10/07/2024 19.57% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 336,001 46,277 CHF 19,227 CHF 99.79% 99.79%
09/07/2024 21.09% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 42,557 CHF 13,139 CHF 100.00% 100.00%
08/07/2024 21.70% 0.05 CHF 0.06 CHF 1,000,000 250,000 990,074 250,000 40,778 CHF 12,794 CHF 98.99% 98.99%
05/07/2024 24.08% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 36,830 CHF 11,708 CHF 100.00% 100.00%
04/07/2024 22.49% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,839 250,000 39,329 CHF 12,379 CHF 98.16% 98.16%
03/07/2024 21.35% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 41,952 CHF 12,988 CHF 100.00% 100.00%
02/07/2024 19.23% 0.05 CHF 0.06 CHF 1,000,000 250,000 986,027 310,761 46,508 CHF 18,169 CHF 100.00% 100.00%

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