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 54.53% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,535 CHF 11,768 CHF 93.08% 93.08%
12/07/2024 49.40% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 15,275 CHF 12,638 CHF 94.24% 94.24%
11/07/2024 48.92% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 15,502 CHF 12,751 CHF 94.51% 94.51%
10/07/2024 46.50% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,583 CHF 13,292 CHF 95.88% 95.88%
09/07/2024 42.43% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,588 CHF 14,294 CHF 96.26% 96.26%
08/07/2024 43.99% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,757 CHF 13,878 CHF 96.40% 96.40%
05/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 95.24% 95.24%
04/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 93.39% 93.39%
03/07/2024 39.10% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,786 CHF 15,393 CHF 94.70% 94.70%
02/07/2024 34.19% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 25,081 CHF 17,540 CHF 97.86% 97.86%

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