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 33.64% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,264 250,000 24,605 CHF 8,693 CHF 99.39% 99.39%
12/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 985,534 250,000 24,638 CHF 8,750 CHF 99.07% 99.07%
11/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 987,217 250,000 24,680 CHF 8,750 CHF 98.03% 98.03%
10/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,531 250,000 24,863 CHF 8,750 CHF 95.49% 95.49%
09/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,862 250,000 24,872 CHF 8,750 CHF 99.06% 99.06%
08/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,478 250,000 24,887 CHF 8,750 CHF 99.23% 99.23%
05/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,860 250,000 24,847 CHF 8,750 CHF 99.38% 99.38%
04/07/2024 35.23% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,224 250,000 23,435 CHF 8,395 CHF 99.39% 99.39%
03/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,720 250,000 19,874 CHF 7,500 CHF 98.61% 98.61%
02/07/2024 35.85% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,333 250,000 22,947 CHF 8,278 CHF 99.05% 99.05%

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