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 48.92% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 15,639 CHF 12,819 CHF 99.47% 99.47%
12/07/2024 43.49% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,014 CHF 14,007 CHF 99.61% 99.61%
11/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.47% 99.47%
10/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.57% 99.57%
09/07/2024 36.32% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 22,558 CHF 16,279 CHF 99.56% 99.56%
08/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.50% 99.50%
05/07/2024 29.43% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,246 CHF 19,623 CHF 99.53% 99.53%
04/07/2024 30.23% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 28,550 CHF 19,275 CHF 99.35% 99.35%
03/07/2024 27.21% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 32,140 CHF 21,070 CHF 99.09% 99.09%
02/07/2024 19.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 47,433 CHF 28,716 CHF 99.58% 99.58%

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