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 29.09% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,542 CHF 19,771 CHF 99.56% 99.56%
12/07/2024 28.50% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,111 CHF 20,055 CHF 96.43% 96.43%
11/07/2024 28.73% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,771 CHF 20,386 CHF 91.14% 91.14%
10/07/2024 45.28% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,228 CHF 13,614 CHF 99.58% 99.58%
09/07/2024 45.74% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 17,055 CHF 13,528 CHF 96.48% 96.48%
08/07/2024 42.27% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,682 CHF 14,341 CHF 99.58% 99.58%
05/07/2024 42.67% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,450 CHF 14,225 CHF 98.07% 98.07%
04/07/2024 39.79% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,171 CHF 15,086 CHF 99.57% 99.57%
03/07/2024 43.91% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,808 CHF 13,904 CHF 99.46% 99.46%
02/07/2024 35.50% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 23,250 CHF 16,625 CHF 97.48% 97.48%

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