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 28.22% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,560 CHF 20,280 CHF 99.38% 99.38%
12/07/2024 22.73% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,204 CHF 24,602 CHF 99.34% 99.34%
11/07/2024 27.94% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,992 CHF 20,496 CHF 99.34% 99.34%
10/07/2024 22.23% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,995 CHF 24,998 CHF 99.40% 99.40%
09/07/2024 22.25% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,963 CHF 24,981 CHF 99.39% 99.39%
08/07/2024 17.25% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 53,317 CHF 31,659 CHF 99.36% 99.36%
05/07/2024 15.17% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 61,044 CHF 35,522 CHF 99.38% 99.38%
04/07/2024 14.00% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 66,763 CHF 38,382 CHF 99.36% 99.36%
03/07/2024 15.29% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,450 CHF 35,225 CHF 99.37% 99.37%
02/07/2024 15.75% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 58,678 CHF 34,339 CHF 99.45% 99.45%

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