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 47.87% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 15,920 CHF 12,960 CHF 99.58% 99.58%
12/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.43% 99.43%
11/07/2024 37.82% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,490 CHF 15,745 CHF 99.51% 99.51%
10/07/2024 39.99% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,012 CHF 15,006 CHF 99.61% 99.61%
09/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.59% 99.59%
08/07/2024 36.11% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 23,403 CHF 16,701 CHF 99.55% 99.55%
05/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.70% 99.70%
04/07/2024 27.15% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 32,237 CHF 21,118 CHF 99.57% 99.57%
03/07/2024 22.50% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,561 CHF 24,780 CHF 99.59% 99.59%
02/07/2024 18.48% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,270 CHF 29,635 CHF 99.57% 99.57%

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