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 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.83% 98.83%
12/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.84% 98.84%
11/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.34% 99.34%
10/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.46% 98.46%
09/07/2024 32.55% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 26,521 CHF 18,260 CHF 97.74% 97.74%
08/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 97.50% 97.50%
05/07/2024 26.55% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 33,183 CHF 21,592 CHF 98.25% 98.25%
04/07/2024 23.26% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,365 CHF 24,182 CHF 94.21% 94.21%
03/07/2024 23.65% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 37,744 CHF 23,872 CHF 99.35% 99.35%
02/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.00% 99.00%

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