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 28.70% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,888 CHF 19,944 CHF 99.55% 99.55%
12/07/2024 23.59% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 37,849 CHF 23,924 CHF 99.51% 99.51%
11/07/2024 36.70% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 22,512 CHF 16,256 CHF 99.40% 99.40%
10/07/2024 40.57% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,661 CHF 14,831 CHF 99.45% 99.45%
09/07/2024 43.02% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,275 CHF 14,137 CHF 86.48% 86.48%
08/07/2024 44.42% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,539 CHF 13,770 CHF 99.43% 99.43%
05/07/2024 40.95% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,543 CHF 14,771 CHF 99.39% 99.39%
04/07/2024 40.22% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,904 CHF 14,952 CHF 99.57% 99.57%
03/07/2024 44.31% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,724 CHF 13,862 CHF 99.44% 99.44%
02/07/2024 46.55% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,539 CHF 13,269 CHF 99.53% 99.53%

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