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 17.11% 0.05 CHF 0.06 CHF 1,000,000 500,000 939,685 478,852 50,229 CHF 30,398 CHF 99.39% 99.39%
12/07/2024 18.41% 0.06 CHF 0.07 CHF 925,000 475,000 972,889 421,208 48,147 CHF 25,349 CHF 99.09% 99.09%
11/07/2024 17.93% 0.05 CHF 0.06 CHF 1,000,000 500,000 982,709 494,236 49,908 CHF 30,049 CHF 98.27% 98.27%
10/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 994,388 496,384 49,719 CHF 29,783 CHF 95.48% 95.48%
09/07/2024 17.55% 0.05 CHF 0.06 CHF 1,000,000 250,000 948,443 441,429 49,409 CHF 27,729 CHF 99.04% 99.04%
08/07/2024 15.61% 0.06 CHF 0.07 CHF 925,000 475,000 860,348 433,290 50,806 CHF 29,912 CHF 99.23% 99.23%
05/07/2024 15.66% 0.06 CHF 0.07 CHF 925,000 475,000 868,298 438,904 51,090 CHF 30,207 CHF 99.39% 99.39%
04/07/2024 18.46% 0.05 CHF 0.06 CHF 1,000,000 500,000 994,087 456,658 48,944 CHF 27,191 CHF 99.39% 99.39%
03/07/2024 18.80% 0.05 CHF 0.06 CHF 1,000,000 250,000 993,553 414,313 47,972 CHF 24,416 CHF 98.63% 98.63%
02/07/2024 20.24% 0.05 CHF 0.06 CHF 1,000,000 250,000 993,123 260,531 44,237 CHF 14,257 CHF 99.05% 99.05%

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