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 8.18% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 117,457 CHF 63,728 CHF 98.68% 98.68%
12/07/2024 8.69% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 110,500 CHF 60,250 CHF 98.75% 98.75%
11/07/2024 8.49% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 112,928 CHF 61,464 CHF 98.91% 98.91%
10/07/2024 8.70% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 110,000 CHF 60,000 CHF 98.90% 98.90%
09/07/2024 8.35% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 115,196 CHF 62,598 CHF 98.93% 98.93%
08/07/2024 7.53% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 127,872 CHF 68,936 CHF 98.92% 98.92%
05/07/2024 7.58% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 127,015 CHF 68,507 CHF 98.73% 98.73%
04/07/2024 8.74% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 109,510 CHF 59,755 CHF 98.90% 98.90%
03/07/2024 9.04% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 105,858 CHF 57,929 CHF 98.89% 98.89%
02/07/2024 9.83% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 96,906 CHF 53,453 CHF 98.62% 98.62%

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