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 31.83% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,363 250,000 26,390 CHF 9,145 CHF 99.39% 99.39%
12/07/2024 25.00% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,402 250,000 34,734 CHF 11,250 CHF 99.06% 99.06%
11/07/2024 27.36% 0.04 CHF 0.05 CHF 1,000,000 250,000 986,355 250,000 31,254 CHF 10,426 CHF 97.89% 97.89%
10/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,662 250,000 29,810 CHF 10,000 CHF 95.47% 95.47%
09/07/2024 29.27% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,926 250,000 29,082 CHF 9,816 CHF 99.06% 99.06%
08/07/2024 28.16% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,591 250,000 30,414 CHF 10,144 CHF 99.24% 99.24%
05/07/2024 25.19% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,962 250,000 34,489 CHF 11,184 CHF 99.39% 99.39%
04/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,329 250,000 29,800 CHF 10,000 CHF 99.39% 99.39%
03/07/2024 32.03% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,671 250,000 26,186 CHF 9,092 CHF 98.64% 98.64%
02/07/2024 28.93% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,462 250,000 29,396 CHF 9,906 CHF 99.06% 99.06%

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