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 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 100.00% 100.00%
12/07/2024 49.60% 0.02 CHF 0.03 CHF 1,000,000 250,000 980,191 250,000 14,904 CHF 6,300 CHF 98.38% 98.38%
11/07/2024 47.10% 0.02 CHF 0.03 CHF 1,000,000 250,000 977,713 250,000 16,018 CHF 6,624 CHF 98.76% 98.76%
10/07/2024 28.43% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,199 CHF 10,050 CHF 99.78% 99.78%
09/07/2024 25.31% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 34,632 CHF 11,158 CHF 100.00% 100.00%
08/07/2024 23.27% 0.04 CHF 0.05 CHF 1,000,000 250,000 989,939 250,000 37,769 CHF 12,043 CHF 98.98% 98.98%
05/07/2024 22.21% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,038 CHF 12,509 CHF 99.62% 99.62%
04/07/2024 22.49% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,562 250,000 39,454 CHF 12,418 CHF 98.16% 98.16%
03/07/2024 29.29% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 249,967 29,241 CHF 9,809 CHF 100.00% 100.00%
02/07/2024 33.74% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 24,692 CHF 8,673 CHF 100.00% 100.00%

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