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 25.00% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,754 250,000 34,746 CHF 11,250 CHF 98.47% 98.47%
12/07/2024 26.20% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 33,315 CHF 10,829 CHF 99.07% 99.07%
11/07/2024 25.37% 0.04 CHF 0.05 CHF 1,000,000 250,000 985,898 250,000 34,017 CHF 11,120 CHF 97.77% 97.77%
10/07/2024 26.17% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,116 250,000 33,125 CHF 10,841 CHF 95.45% 95.45%
09/07/2024 26.17% 0.03 CHF 0.04 CHF 1,000,000 250,000 981,308 250,000 32,710 CHF 10,841 CHF 99.05% 99.05%
08/07/2024 25.13% 0.04 CHF 0.05 CHF 994,000 250,000 993,360 250,000 34,583 CHF 11,204 CHF 89.31% 89.31%
05/07/2024 25.77% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,530 250,000 33,667 CHF 10,982 CHF 99.39% 99.39%
04/07/2024 28.35% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,792 250,000 30,099 CHF 10,079 CHF 99.39% 99.39%
03/07/2024 27.51% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 31,491 CHF 10,373 CHF 98.64% 98.64%
02/07/2024 28.59% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 29,983 CHF 9,996 CHF 99.06% 99.06%

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