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 28.08% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,771 CHF 10,193 CHF 99.38% 99.38%
12/07/2024 21.94% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,710 CHF 12,677 CHF 99.38% 99.38%
11/07/2024 22.20% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,481 CHF 12,620 CHF 91.41% 91.41%
10/07/2024 11.78% 0.08 CHF 0.09 CHF 1,000,000 250,000 1,000,000 250,000 79,904 CHF 22,476 CHF 99.37% 99.37%
09/07/2024 9.76% 0.09 CHF 0.10 CHF 1,000,000 250,000 1,000,000 247,515 97,905 CHF 26,662 CHF 99.37% 99.37%
08/07/2024 8.18% 0.11 CHF 0.12 CHF 1,000,000 250,000 1,000,000 216,834 117,740 CHF 27,568 CHF 99.38% 99.38%
05/07/2024 7.96% 0.12 CHF 0.13 CHF 1,000,000 250,000 1,000,000 206,960 120,911 CHF 27,025 CHF 99.00% 99.00%
04/07/2024 7.56% 0.12 CHF 0.13 CHF 1,000,000 200,000 1,000,000 208,334 128,369 CHF 28,676 CHF 91.02% 91.02%
03/07/2024 12.32% 0.08 CHF 0.09 CHF 1,000,000 250,000 1,000,000 250,000 76,974 CHF 21,744 CHF 99.38% 99.38%
02/07/2024 18.04% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 50,499 CHF 15,125 CHF 99.38% 99.38%

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