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 25.00% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,946 250,000 34,788 CHF 11,250 CHF 99.39% 99.39%
12/07/2024 24.96% 0.04 CHF 0.05 CHF 1,000,000 250,000 987,129 250,000 34,622 CHF 11,268 CHF 99.08% 99.08%
11/07/2024 24.20% 0.04 CHF 0.05 CHF 1,000,000 250,000 987,749 250,000 36,018 CHF 11,612 CHF 98.18% 98.18%
10/07/2024 26.13% 0.04 CHF 0.05 CHF 1,000,000 250,000 995,211 250,000 33,321 CHF 10,872 CHF 95.50% 95.50%
09/07/2024 26.65% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,593 250,000 32,538 CHF 10,673 CHF 99.05% 99.05%
08/07/2024 22.25% 0.04 CHF 0.05 CHF 1,000,000 250,000 996,243 250,000 39,798 CHF 12,487 CHF 99.24% 99.24%
05/07/2024 21.37% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,236 258,121 41,733 CHF 13,467 CHF 96.24% 96.24%
04/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,904 250,000 24,873 CHF 8,750 CHF 99.39% 99.39%
03/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,424 250,000 24,861 CHF 8,750 CHF 98.63% 98.63%
02/07/2024 33.36% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,910 250,000 24,826 CHF 8,745 CHF 99.06% 99.06%

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