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 12.14% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 77,771 CHF 43,885 CHF 99.09% 99.09%
12/07/2024 11.76% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 80,066 CHF 45,033 CHF 96.95% 96.95%
11/07/2024 13.31% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 70,176 CHF 40,088 CHF 93.63% 93.63%
10/07/2024 15.14% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 61,205 CHF 35,603 CHF 95.49% 95.49%
09/07/2024 15.71% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 58,836 CHF 34,418 CHF 97.47% 97.47%
08/07/2024 14.37% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 64,952 CHF 37,476 CHF 98.64% 98.64%
05/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 96.89% 96.89%
04/07/2024 17.11% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 53,827 CHF 31,913 CHF 99.37% 99.37%
03/07/2024 13.85% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 67,610 CHF 38,805 CHF 97.44% 97.44%
02/07/2024 13.54% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 68,988 CHF 39,494 CHF 97.36% 97.36%

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