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 13.27% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 70,422 CHF 40,211 CHF 99.71% 99.71%
12/07/2024 9.04% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 426,750 105,906 CHF 49,262 CHF 96.27% 96.27%
11/07/2024 13.02% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 72,104 CHF 41,052 CHF 98.44% 98.44%
10/07/2024 15.88% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 58,463 CHF 34,232 CHF 99.65% 99.65%
09/07/2024 18.13% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 50,234 CHF 30,117 CHF 97.99% 97.99%
08/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.15% 99.15%
05/07/2024 18.26% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,912 CHF 29,956 CHF 99.52% 99.52%
04/07/2024 15.54% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 59,435 CHF 34,717 CHF 99.34% 99.34%
03/07/2024 17.66% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 51,853 CHF 30,927 CHF 99.36% 99.36%
02/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.58% 99.58%

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