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 21.07% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 252,554 42,595 CHF 13,292 CHF 100.00% 100.00%
12/07/2024 20.26% 0.04 CHF 0.05 CHF 1,000,000 250,000 982,280 250,000 43,617 CHF 13,604 CHF 98.45% 98.45%
11/07/2024 20.70% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,197 251,557 43,065 CHF 13,440 CHF 99.21% 99.21%
10/07/2024 18.52% 0.05 CHF 0.06 CHF 1,000,000 500,000 999,552 453,460 49,044 CHF 26,962 CHF 99.77% 99.77%
09/07/2024 17.27% 0.06 CHF 0.07 CHF 925,000 475,000 955,650 485,221 50,569 CHF 30,542 CHF 100.00% 100.00%
08/07/2024 18.34% 0.05 CHF 0.06 CHF 1,000,000 500,000 984,029 460,423 48,790 CHF 27,565 CHF 98.99% 98.99%
05/07/2024 17.54% 0.06 CHF 0.07 CHF 925,000 475,000 967,867 489,289 50,352 CHF 30,361 CHF 100.00% 100.00%
04/07/2024 16.82% 0.05 CHF 0.06 CHF 925,000 475,000 925,378 475,124 50,391 CHF 30,629 CHF 98.16% 98.16%
03/07/2024 14.83% 0.06 CHF 0.07 CHF 775,000 400,000 807,392 410,797 50,424 CHF 29,776 CHF 100.00% 100.00%
02/07/2024 14.49% 0.06 CHF 0.07 CHF 850,000 425,000 790,731 404,725 50,636 CHF 29,976 CHF 100.00% 100.00%

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