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 12.57% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 470,833 74,855 CHF 39,803 CHF 99.61% 99.61%
12/07/2024 11.96% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 418,219 78,773 CHF 37,027 CHF 99.61% 99.61%
11/07/2024 12.09% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 451,771 77,901 CHF 39,610 CHF 99.56% 99.56%
10/07/2024 11.76% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 462,580 80,000 CHF 41,632 CHF 98.64% 98.64%
09/07/2024 11.76% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 478,214 80,000 CHF 43,039 CHF 99.58% 99.58%
08/07/2024 11.50% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 401,421 82,105 CHF 36,970 CHF 99.58% 99.58%
05/07/2024 9.52% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 100,284 CHF 44,114 CHF 98.38% 98.38%
04/07/2024 8.81% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 108,628 CHF 47,451 CHF 99.36% 99.36%
03/07/2024 9.55% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 99,851 CHF 43,941 CHF 99.58% 99.58%
02/07/2024 8.95% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 106,951 CHF 46,781 CHF 99.59% 99.59%

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