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 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 96.49% 96.49%
12/07/2024 16.52% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 55,937 CHF 32,969 CHF 92.01% 92.01%
11/07/2024 18.27% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,780 CHF 29,890 CHF 98.46% 98.46%
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 98.43% 98.43%
09/07/2024 23.26% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,361 CHF 24,181 CHF 97.91% 97.91%
08/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.12% 98.12%
05/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.00% 99.00%
04/07/2024 22.14% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,214 CHF 25,107 CHF 99.55% 99.55%
03/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 97.63% 97.63%
02/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.58% 99.58%

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