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 9.75% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 407,852 97,752 CHF 43,878 CHF 94.83% 94.83%
12/07/2024 9.65% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 98,736 CHF 43,495 CHF 99.24% 99.24%
11/07/2024 9.59% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 99,356 CHF 43,742 CHF 98.22% 98.22%
10/07/2024 11.76% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 80,002 CHF 45,001 CHF 99.34% 99.34%
09/07/2024 14.43% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 64,642 CHF 37,321 CHF 99.35% 99.35%
08/07/2024 13.34% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 69,973 CHF 39,986 CHF 98.73% 98.73%
05/07/2024 13.79% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 67,779 CHF 38,890 CHF 98.83% 98.83%
04/07/2024 13.33% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 70,000 CHF 40,000 CHF 99.38% 99.38%
03/07/2024 15.08% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 61,486 CHF 35,743 CHF 99.27% 99.27%
02/07/2024 13.72% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 68,103 CHF 39,051 CHF 99.39% 99.39%

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