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 24.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 36,857 CHF 23,428 CHF 97.62% 97.62%
12/07/2024 26.66% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 33,017 CHF 21,508 CHF 97.59% 97.59%
11/07/2024 26.55% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 33,185 CHF 21,593 CHF 98.94% 98.94%
10/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.16% 98.16%
09/07/2024 39.89% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 20,097 CHF 15,049 CHF 98.32% 98.32%
08/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.91% 98.91%
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 98.24% 98.24%
04/07/2024 44.70% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,237 CHF 14,118 CHF 98.68% 98.68%
03/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.86% 98.86%
02/07/2024 65.13% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,578 CHF 10,289 CHF 98.34% 98.34%

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