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 12.13% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 77,925 CHF 43,963 CHF 99.64% 99.64%
12/07/2024 7.64% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 126,276 CHF 68,138 CHF 99.43% 99.43%
11/07/2024 8.60% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 111,846 CHF 60,923 CHF 99.41% 99.41%
10/07/2024 9.55% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 100,174 CHF 55,087 CHF 99.51% 99.51%
09/07/2024 21.67% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 41,438 CHF 25,719 CHF 97.24% 97.24%
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 99.48% 99.48%
05/07/2024 19.16% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 47,579 CHF 28,790 CHF 99.48% 99.48%
04/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 99.57% 99.57%
03/07/2024 18.23% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,888 CHF 29,944 CHF 99.51% 99.51%
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 98.40% 98.40%

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