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 21.59% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 41,577 CHF 25,788 CHF 98.70% 98.70%
12/07/2024 15.38% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,000 CHF 35,000 CHF 95.75% 95.75%
11/07/2024 17.29% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 53,184 CHF 31,592 CHF 98.92% 98.92%
10/07/2024 18.97% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 48,053 CHF 29,027 CHF 98.82% 98.82%
09/07/2024 19.28% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 47,276 CHF 28,638 CHF 99.05% 99.05%
08/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,023 CHF 30,011 CHF 96.83% 96.83%
05/07/2024 16.34% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 56,597 CHF 33,298 CHF 96.04% 96.04%
04/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 95.92% 95.92%
03/07/2024 21.69% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 41,326 CHF 25,663 CHF 97.13% 97.13%
02/07/2024 20.12% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 45,197 CHF 27,598 CHF 98.68% 98.68%

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