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 24.88% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 35,813 CHF 22,907 CHF 98.70% 98.70%
12/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 95.75% 95.75%
11/07/2024 20.84% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 43,416 CHF 26,708 CHF 98.93% 98.93%
10/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.77% 98.77%
09/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.06% 99.06%
08/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,017 CHF 25,008 CHF 96.83% 96.83%
05/07/2024 19.21% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 47,459 CHF 28,729 CHF 96.06% 96.06%
04/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 95.91% 95.91%
03/07/2024 22.90% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,938 CHF 24,469 CHF 97.16% 97.16%
02/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.67% 98.67%

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