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 25.99% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 33,608 CHF 10,902 CHF 100.00% 100.00%
12/07/2024 27.21% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,336 250,000 31,638 CHF 10,477 CHF 99.69% 99.69%
11/07/2024 24.99% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,155 250,000 34,735 CHF 11,253 CHF 98.66% 98.66%
10/07/2024 27.00% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 32,206 CHF 10,551 CHF 96.07% 96.07%
09/07/2024 26.85% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 32,410 CHF 10,603 CHF 99.67% 99.67%
08/07/2024 24.86% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 35,272 CHF 11,318 CHF 99.84% 99.84%
05/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,000 CHF 12,500 CHF 100.00% 100.00%
04/07/2024 22.06% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,368 CHF 12,592 CHF 100.00% 100.00%
03/07/2024 22.21% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,027 CHF 12,507 CHF 99.24% 99.24%
02/07/2024 22.61% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,306 CHF 12,326 CHF 99.67% 99.67%

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