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 11.91% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 400,000 79,095 CHF 35,638 CHF 96.49% 96.49%
12/07/2024 11.41% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 400,000 83,103 CHF 37,241 CHF 92.13% 92.13%
11/07/2024 13.38% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 402,445 69,807 CHF 32,094 CHF 98.47% 98.47%
10/07/2024 18.16% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,088 CHF 30,044 CHF 98.46% 98.46%
09/07/2024 16.05% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 57,632 CHF 33,816 CHF 97.85% 97.85%
08/07/2024 13.39% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 402,633 69,732 CHF 32,077 CHF 98.04% 98.04%
05/07/2024 13.61% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 415,954 68,660 CHF 32,611 CHF 98.98% 98.98%
04/07/2024 13.31% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 400,000 70,145 CHF 32,058 CHF 99.56% 99.56%
03/07/2024 15.33% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 494,751 60,288 CHF 34,748 CHF 97.62% 97.62%
02/07/2024 15.38% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 498,512 60,017 CHF 34,902 CHF 99.57% 99.57%

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