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 18.25% 0.05 CHF 0.06 CHF 1,000,000 500,000 993,739 497,156 49,504 CHF 29,738 CHF 99.39% 99.39%
12/07/2024 19.54% 0.05 CHF 0.06 CHF 1,000,000 250,000 986,731 301,971 45,631 CHF 17,145 CHF 99.06% 99.06%
11/07/2024 19.83% 0.05 CHF 0.06 CHF 1,000,000 250,000 987,542 267,623 44,894 CHF 14,886 CHF 98.13% 98.13%
10/07/2024 18.46% 0.05 CHF 0.06 CHF 1,000,000 500,000 995,032 462,905 49,003 CHF 27,566 CHF 95.50% 95.50%
09/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 995,392 498,464 49,768 CHF 29,907 CHF 99.06% 99.06%
08/07/2024 19.09% 0.05 CHF 0.06 CHF 1,000,000 500,000 996,058 372,669 47,319 CHF 21,681 CHF 99.23% 99.23%
05/07/2024 18.30% 0.05 CHF 0.06 CHF 1,000,000 500,000 994,063 479,674 49,368 CHF 28,697 CHF 99.38% 99.38%
04/07/2024 17.54% 0.05 CHF 0.06 CHF 925,000 475,000 960,325 486,775 49,964 CHF 30,209 CHF 99.39% 99.39%
03/07/2024 16.76% 0.06 CHF 0.07 CHF 925,000 475,000 924,521 474,840 50,529 CHF 30,704 CHF 98.62% 98.62%
02/07/2024 16.69% 0.06 CHF 0.07 CHF 925,000 475,000 919,366 472,860 50,506 CHF 30,706 CHF 99.05% 99.05%

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