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 11.28% 0.08 CHF 0.09 CHF 1,000,000 150,000 1,000,000 127,712 83,892 CHF 11,883 CHF 99.17% 99.17%
12/07/2024 10.60% 0.09 CHF 0.10 CHF 1,000,000 100,000 1,000,000 101,047 89,379 CHF 10,032 CHF 99.17% 99.17%
11/07/2024 12.23% 0.09 CHF 0.10 CHF 1,000,000 100,000 1,000,000 140,237 77,408 CHF 12,150 CHF 99.16% 99.16%
10/07/2024 13.40% 0.07 CHF 0.08 CHF 1,000,000 150,000 1,000,000 150,000 69,917 CHF 11,988 CHF 99.16% 99.16%
09/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 150,000 1,000,000 176,891 40,000 CHF 8,845 CHF 99.17% 99.17%
08/07/2024 22.57% 0.03 CHF 0.04 CHF 1,000,000 200,000 1,000,000 193,114 39,445 CHF 9,545 CHF 99.16% 99.16%
05/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 200,000 1,000,000 191,732 40,000 CHF 9,587 CHF 99.15% 99.15%
04/07/2024 25.44% 0.03 CHF 0.04 CHF 1,000,000 200,000 1,000,000 200,000 34,928 CHF 8,986 CHF 99.17% 99.17%
03/07/2024 27.42% 0.03 CHF 0.04 CHF 1,000,000 200,000 1,000,000 200,000 31,811 CHF 8,362 CHF 99.15% 99.15%
02/07/2024 30.55% 0.03 CHF 0.04 CHF 1,000,000 200,000 1,000,000 208,643 28,272 CHF 7,914 CHF 99.17% 99.17%

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