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 39.73% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,241 CHF 15,120 CHF 99.47% 99.47%
12/07/2024 39.99% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,005 CHF 15,002 CHF 99.63% 99.63%
11/07/2024 28.74% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,851 CHF 19,926 CHF 99.52% 99.52%
10/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.55% 99.55%
09/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.57% 99.57%
08/07/2024 28.56% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,024 CHF 20,012 CHF 99.50% 99.50%
05/07/2024 26.23% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 33,695 CHF 21,848 CHF 99.67% 99.67%
04/07/2024 26.99% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 32,486 CHF 21,243 CHF 99.36% 99.36%
03/07/2024 20.76% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 43,847 CHF 26,924 CHF 99.09% 99.09%
02/07/2024 14.20% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 65,772 CHF 37,886 CHF 99.58% 99.58%

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