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 12.17% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 77,577 CHF 43,789 CHF 99.57% 99.57%
12/07/2024 11.02% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 86,278 CHF 48,139 CHF 99.49% 99.49%
11/07/2024 10.12% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 497,491 94,019 CHF 51,734 CHF 99.59% 99.59%
10/07/2024 9.96% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 95,653 CHF 52,826 CHF 99.59% 99.59%
09/07/2024 8.63% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 404,303 111,022 CHF 48,882 CHF 99.55% 99.55%
08/07/2024 8.76% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 418,032 110,817 CHF 50,311 CHF 99.55% 99.55%
05/07/2024 9.61% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 498,969 99,144 CHF 54,459 CHF 99.57% 99.57%
04/07/2024 9.09% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 439,535 105,187 CHF 50,424 CHF 99.58% 99.58%
03/07/2024 8.88% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 421,377 107,748 CHF 49,438 CHF 99.51% 99.51%
02/07/2024 7.96% 0.12 CHF 0.13 CHF 1,000,000 400,000 1,000,000 400,000 120,854 CHF 52,342 CHF 99.58% 99.58%

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