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 21.14% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 1,000,000 1,000,000 42,377 CHF 52,377 CHF 100.00% 100.00%
12/07/2024 18.75% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 1,000,000 1,000,000 48,499 CHF 58,499 CHF 99.85% 99.85%
11/07/2024 16.18% 0.05 CHF 0.06 CHF 1,000,000 1,000,000 1,000,000 1,000,000 57,260 CHF 67,260 CHF 71.51% 71.51%
10/07/2024 13.59% 0.07 CHF 0.08 CHF 1,000,000 1,000,000 1,000,000 1,000,000 68,607 CHF 78,607 CHF 99.38% 99.38%
09/07/2024 13.34% 0.07 CHF 0.08 CHF 1,000,000 1,000,000 996,365 996,365 70,181 CHF 80,181 CHF 100.00% 100.00%
08/07/2024 13.72% 0.07 CHF 0.08 CHF 1,000,000 1,000,000 998,279 998,279 68,049 CHF 78,049 CHF 100.00% 100.00%
05/07/2024 12.34% 0.08 CHF 0.09 CHF 1,000,000 1,000,000 1,000,000 1,000,000 76,046 CHF 86,046 CHF 99.56% 99.56%
04/07/2024 11.00% 0.08 CHF 0.09 CHF 1,000,000 1,000,000 1,000,000 1,000,000 85,897 CHF 95,897 CHF 100.00% 100.00%
03/07/2024 9.86% 0.08 CHF 0.09 CHF 1,000,000 1,000,000 1,000,000 1,000,000 96,885 CHF 106,885 CHF 99.77% 99.77%
02/07/2024 7.97% 0.11 CHF 0.12 CHF 1,000,000 1,000,000 1,000,000 1,000,000 120,571 CHF 130,571 CHF 99.92% 99.92%

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