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 6.97% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 475,871 138,777 CHF 70,606 CHF 99.56% 99.56%
12/07/2024 6.05% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 160,481 CHF 68,192 CHF 99.48% 99.48%
11/07/2024 7.10% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 497,514 136,004 CHF 72,629 CHF 99.13% 99.13%
10/07/2024 8.27% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 116,113 CHF 63,056 CHF 99.59% 99.59%
09/07/2024 8.13% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 118,149 CHF 64,074 CHF 99.55% 99.55%
08/07/2024 6.81% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 454,972 142,469 CHF 69,010 CHF 99.57% 99.57%
05/07/2024 5.82% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 167,029 CHF 70,812 CHF 99.24% 99.24%
04/07/2024 5.76% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 168,795 CHF 71,518 CHF 99.55% 99.55%
03/07/2024 5.83% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 166,671 CHF 70,668 CHF 99.59% 99.59%
02/07/2024 6.63% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 428,979 146,040 CHF 66,763 CHF 99.55% 99.55%

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