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 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,829 250,000 19,877 CHF 7,500 CHF 99.38% 99.38%
12/07/2024 33.27% 0.03 CHF 0.04 CHF 1,000,000 250,000 986,754 250,000 24,739 CHF 8,767 CHF 99.08% 99.08%
11/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 987,596 250,000 24,690 CHF 8,750 CHF 98.15% 98.15%
10/07/2024 37.10% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,091 250,000 22,078 CHF 8,044 CHF 95.49% 95.49%
09/07/2024 39.90% 0.02 CHF 0.03 CHF 1,000,000 250,000 995,411 250,000 19,980 CHF 7,518 CHF 99.07% 99.07%
08/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 996,005 250,000 19,920 CHF 7,500 CHF 99.24% 99.24%
05/07/2024 34.96% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,298 250,000 23,638 CHF 8,445 CHF 99.39% 99.39%
04/07/2024 34.97% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,745 250,000 23,642 CHF 8,442 CHF 99.39% 99.39%
03/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,234 250,000 24,856 CHF 8,750 CHF 98.64% 98.64%
02/07/2024 34.94% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,773 250,000 23,637 CHF 8,448 CHF 99.05% 99.05%

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