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 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 993,757 479,761 49,738 CHF 28,880 CHF 100.00% 100.00%
12/07/2024 18.20% 0.05 CHF 0.06 CHF 1,000,000 500,000 982,389 488,871 49,072 CHF 29,313 CHF 98.43% 98.43%
11/07/2024 18.66% 0.05 CHF 0.06 CHF 1,000,000 500,000 992,202 434,414 48,308 CHF 25,708 CHF 99.21% 99.21%
10/07/2024 18.06% 0.05 CHF 0.06 CHF 1,000,000 500,000 994,519 498,171 50,107 CHF 30,085 CHF 99.79% 99.79%
09/07/2024 18.08% 0.06 CHF 0.07 CHF 1,000,000 500,000 996,091 498,697 50,117 CHF 30,081 CHF 100.00% 100.00%
08/07/2024 18.17% 0.05 CHF 0.06 CHF 1,000,000 500,000 984,979 481,804 49,275 CHF 28,980 CHF 98.98% 98.98%
05/07/2024 16.67% 0.06 CHF 0.07 CHF 925,000 475,000 925,000 475,000 50,875 CHF 30,875 CHF 100.00% 100.00%
04/07/2024 16.67% 0.06 CHF 0.07 CHF 925,000 475,000 919,862 473,287 50,592 CHF 30,764 CHF 98.15% 98.15%
03/07/2024 15.65% 0.06 CHF 0.07 CHF 850,000 425,000 864,836 434,891 50,931 CHF 29,951 CHF 100.00% 100.00%
02/07/2024 15.42% 0.06 CHF 0.07 CHF 850,000 425,000 846,870 426,036 50,716 CHF 29,777 CHF 100.00% 100.00%

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