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 7.57% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 127,569 CHF 68,785 CHF 99.15% 99.15%
12/07/2024 6.82% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 456,397 142,491 CHF 69,172 CHF 98.72% 98.72%
11/07/2024 6.79% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 498,422 142,580 CHF 76,038 CHF 98.96% 98.96%
10/07/2024 6.40% 0.15 CHF 0.16 CHF 1,000,000 500,000 1,000,000 448,341 151,443 CHF 72,312 CHF 98.92% 98.92%
09/07/2024 6.52% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 464,874 148,985 CHF 73,491 CHF 98.86% 98.86%
08/07/2024 7.39% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 500,000 130,616 CHF 70,308 CHF 98.86% 98.86%
05/07/2024 7.17% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 134,743 CHF 72,371 CHF 99.05% 99.05%
04/07/2024 5.75% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 168,871 CHF 71,548 CHF 98.92% 98.92%
03/07/2024 5.46% 0.18 CHF 0.19 CHF 1,000,000 400,000 1,000,000 400,000 178,128 CHF 75,251 CHF 98.79% 98.79%
02/07/2024 4.81% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 400,000 202,898 CHF 85,159 CHF 98.64% 98.64%

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