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 22.82% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,174 CHF 24,587 CHF 99.48% 99.48%
12/07/2024 11.49% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 82,786 CHF 46,393 CHF 99.38% 99.38%
11/07/2024 14.63% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 64,255 CHF 37,128 CHF 99.39% 99.39%
10/07/2024 15.78% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 58,918 CHF 34,459 CHF 99.55% 99.55%
09/07/2024 42.92% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 18,433 CHF 14,216 CHF 97.28% 97.28%
08/07/2024 44.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,744 CHF 13,872 CHF 99.51% 99.51%
05/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.40% 99.40%
04/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.56% 99.56%
03/07/2024 39.44% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,387 CHF 15,194 CHF 99.47% 99.47%
02/07/2024 52.36% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 14,105 CHF 12,052 CHF 98.39% 98.39%

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