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 18.15% 0.05 CHF 0.06 CHF 1,000,000 500,000 999,217 497,125 50,087 CHF 29,897 CHF 100.00% 100.00%
12/07/2024 17.62% 0.05 CHF 0.06 CHF 1,000,000 500,000 963,332 485,485 49,912 CHF 30,036 CHF 99.69% 99.69%
11/07/2024 18.30% 0.05 CHF 0.06 CHF 1,000,000 500,000 992,149 473,579 49,288 CHF 28,306 CHF 98.66% 98.66%
10/07/2024 17.80% 0.06 CHF 0.07 CHF 1,000,000 500,000 980,851 493,617 50,231 CHF 30,224 CHF 96.11% 96.11%
09/07/2024 16.87% 0.06 CHF 0.07 CHF 925,000 475,000 933,613 477,871 50,699 CHF 30,735 CHF 99.67% 99.67%
08/07/2024 17.88% 0.06 CHF 0.07 CHF 925,000 475,000 984,503 494,835 50,161 CHF 30,168 CHF 99.84% 99.84%
05/07/2024 18.80% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 417,836 48,294 CHF 24,571 CHF 100.00% 100.00%
04/07/2024 19.43% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 331,562 46,565 CHF 18,971 CHF 100.00% 100.00%
03/07/2024 18.19% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,966 CHF 29,983 CHF 99.24% 99.24%
02/07/2024 17.39% 0.05 CHF 0.06 CHF 1,000,000 500,000 960,924 486,975 50,466 CHF 30,460 CHF 99.68% 99.68%

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