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 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.61% 99.61%
12/07/2024 28.45% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,185 CHF 20,093 CHF 99.61% 99.61%
11/07/2024 28.38% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,305 CHF 20,153 CHF 99.57% 99.57%
10/07/2024 28.42% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,239 CHF 20,119 CHF 99.64% 99.64%
09/07/2024 28.30% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,432 CHF 20,216 CHF 99.58% 99.58%
08/07/2024 23.37% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,187 CHF 24,093 CHF 99.58% 99.58%
05/07/2024 21.03% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 42,954 CHF 26,477 CHF 99.46% 99.46%
04/07/2024 18.41% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,424 CHF 29,712 CHF 99.36% 99.36%
03/07/2024 21.41% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 42,007 CHF 26,003 CHF 99.59% 99.59%
02/07/2024 18.40% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,470 CHF 29,735 CHF 99.59% 99.59%

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