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 10.00% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 95,219 CHF 52,609 CHF 98.77% 98.77%
12/07/2024 10.73% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 88,340 CHF 49,170 CHF 98.79% 98.79%
11/07/2024 15.26% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 60,624 CHF 35,312 CHF 99.38% 99.38%
10/07/2024 15.53% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 59,487 CHF 34,744 CHF 98.42% 98.42%
09/07/2024 13.71% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 68,627 CHF 39,314 CHF 97.79% 97.79%
08/07/2024 11.09% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 85,486 CHF 47,743 CHF 97.48% 97.48%
05/07/2024 9.67% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 98,626 CHF 54,313 CHF 98.31% 98.31%
04/07/2024 9.49% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 100,379 CHF 55,190 CHF 94.21% 94.21%
03/07/2024 9.49% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 100,374 CHF 55,187 CHF 99.34% 99.34%
02/07/2024 11.02% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 86,042 CHF 48,021 CHF 98.92% 98.92%

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