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 15.50% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 59,592 CHF 34,796 CHF 97.70% 97.70%
12/07/2024 17.13% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 53,757 CHF 31,879 CHF 97.59% 97.59%
11/07/2024 17.38% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 52,860 CHF 31,430 CHF 98.89% 98.89%
10/07/2024 15.38% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,000 CHF 35,000 CHF 98.10% 98.10%
09/07/2024 22.76% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,159 CHF 24,579 CHF 98.50% 98.50%
08/07/2024 22.39% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,736 CHF 24,868 CHF 98.67% 98.67%
05/07/2024 27.77% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 31,257 CHF 20,628 CHF 98.54% 98.54%
04/07/2024 33.92% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 25,318 CHF 17,659 CHF 98.67% 98.67%
03/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.79% 98.79%
02/07/2024 39.86% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,124 CHF 15,062 CHF 98.41% 98.41%

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