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 10.45% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 91,099 CHF 50,549 CHF 99.57% 99.57%
12/07/2024 9.69% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 98,329 CHF 54,165 CHF 99.47% 99.47%
11/07/2024 8.97% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 106,726 CHF 58,363 CHF 99.60% 99.60%
10/07/2024 8.96% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 106,838 CHF 58,419 CHF 99.59% 99.59%
09/07/2024 8.08% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 118,863 CHF 64,431 CHF 99.55% 99.55%
08/07/2024 8.16% 0.15 CHF 0.16 CHF 1,000,000 500,000 1,000,000 500,000 118,414 CHF 64,207 CHF 99.56% 99.56%
05/07/2024 8.80% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 108,706 CHF 59,353 CHF 99.58% 99.58%
04/07/2024 8.68% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 110,174 CHF 60,087 CHF 99.58% 99.58%
03/07/2024 8.20% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 117,254 CHF 63,627 CHF 99.52% 99.52%
02/07/2024 7.86% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 122,450 CHF 66,225 CHF 99.58% 99.58%

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