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 15.19% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,941 CHF 35,471 CHF 96.49% 96.49%
12/07/2024 13.99% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 66,820 CHF 38,410 CHF 92.00% 92.00%
11/07/2024 15.49% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 59,624 CHF 34,812 CHF 98.45% 98.45%
10/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 98.46% 98.46%
09/07/2024 19.07% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 47,790 CHF 28,895 CHF 97.91% 97.91%
08/07/2024 18.03% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,554 CHF 30,277 CHF 98.11% 98.11%
05/07/2024 18.10% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,301 CHF 30,150 CHF 99.01% 99.01%
04/07/2024 17.90% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 51,025 CHF 30,513 CHF 99.57% 99.57%
03/07/2024 18.20% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,961 CHF 29,981 CHF 97.67% 97.67%
02/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 99.58% 99.58%

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