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 18.57% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 441,734 48,927 CHF 26,170 CHF 100.00% 100.00%
12/07/2024 20.01% 0.05 CHF 0.06 CHF 1,000,000 250,000 993,350 250,000 44,680 CHF 13,743 CHF 99.68% 99.68%
11/07/2024 20.00% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,097 254,482 44,644 CHF 13,997 CHF 98.78% 98.78%
10/07/2024 18.73% 0.05 CHF 0.06 CHF 1,000,000 250,000 997,561 416,948 48,397 CHF 24,648 CHF 96.09% 96.09%
09/07/2024 17.34% 0.05 CHF 0.06 CHF 1,000,000 500,000 946,021 472,360 49,912 CHF 29,718 CHF 99.67% 99.67%
08/07/2024 14.94% 0.06 CHF 0.07 CHF 850,000 425,000 820,228 415,076 50,804 CHF 29,872 CHF 99.85% 99.85%
05/07/2024 13.58% 0.07 CHF 0.08 CHF 775,000 400,000 736,900 380,935 50,571 CHF 29,952 CHF 100.00% 100.00%
04/07/2024 15.33% 0.07 CHF 0.08 CHF 850,000 425,000 845,995 423,665 50,973 CHF 29,766 CHF 100.00% 100.00%
03/07/2024 15.57% 0.07 CHF 0.08 CHF 850,000 425,000 862,035 433,888 51,042 CHF 30,023 CHF 99.25% 99.25%
02/07/2024 20.15% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 280,832 44,724 CHF 15,402 CHF 99.67% 99.67%

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