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 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.14% 99.14%
12/07/2024 39.94% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,052 CHF 15,026 CHF 98.91% 98.91%
11/07/2024 30.24% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 28,543 CHF 19,271 CHF 97.99% 97.99%
10/07/2024 28.41% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,297 CHF 20,149 CHF 98.10% 98.10%
09/07/2024 24.70% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 36,099 CHF 23,050 CHF 99.12% 99.12%
08/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.10% 99.10%
05/07/2024 38.05% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 21,706 CHF 15,853 CHF 98.79% 98.79%
04/07/2024 31.46% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 27,472 CHF 18,736 CHF 98.79% 98.79%
03/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.06% 99.06%
02/07/2024 22.98% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 38,803 CHF 24,401 CHF 99.16% 99.16%

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