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 10.68% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 89,056 CHF 49,528 CHF 99.55% 99.55%
12/07/2024 8.84% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 108,402 CHF 59,201 CHF 99.48% 99.48%
11/07/2024 10.95% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 86,589 CHF 48,295 CHF 99.07% 99.07%
10/07/2024 13.33% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 70,353 CHF 40,176 CHF 99.59% 99.59%
09/07/2024 13.38% 0.07 CHF 0.08 CHF 1,000,000 500,000 999,979 500,000 69,790 CHF 39,896 CHF 99.58% 99.58%
08/07/2024 10.30% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 92,595 CHF 51,298 CHF 99.58% 99.58%
05/07/2024 8.51% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 112,893 CHF 61,446 CHF 99.32% 99.32%
04/07/2024 8.57% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 111,813 CHF 60,906 CHF 99.52% 99.52%
03/07/2024 8.48% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 499,766 113,099 CHF 61,519 CHF 99.56% 99.56%
02/07/2024 9.92% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 96,074 CHF 53,037 CHF 99.57% 99.57%

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