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 25.44% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 34,398 CHF 11,100 CHF 100.00% 100.00%
12/07/2024 26.14% 0.04 CHF 0.05 CHF 1,000,000 250,000 987,691 250,000 33,739 CHF 11,012 CHF 98.45% 98.45%
11/07/2024 34.10% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,160 250,000 24,229 CHF 8,606 CHF 99.26% 99.26%
10/07/2024 32.13% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 26,265 CHF 9,066 CHF 99.77% 99.77%
09/07/2024 37.79% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 21,660 CHF 7,915 CHF 100.00% 100.00%
08/07/2024 38.61% 0.02 CHF 0.03 CHF 1,000,000 250,000 989,986 250,000 20,794 CHF 7,761 CHF 98.97% 98.97%
05/07/2024 34.07% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 24,451 CHF 8,613 CHF 100.00% 100.00%
04/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,587 250,000 24,865 CHF 8,750 CHF 98.16% 98.16%
03/07/2024 32.28% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 26,161 CHF 9,040 CHF 100.00% 100.00%
02/07/2024 22.49% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,639 CHF 12,410 CHF 100.00% 100.00%

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