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 92.09% 92.09%
12/07/2024 33.34% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 25,828 CHF 17,914 CHF 94.16% 94.16%
11/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 93.87% 93.87%
10/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,006 CHF 20,003 CHF 88.20% 88.20%
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 93.63% 93.63%
08/07/2024 27.61% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 31,513 CHF 20,756 CHF 90.95% 90.95%
05/07/2024 25.34% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 35,091 CHF 22,546 CHF 98.60% 98.60%
04/07/2024 21.46% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 41,894 CHF 25,947 CHF 88.93% 88.93%
03/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 93.94% 93.94%
02/07/2024 18.10% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,280 CHF 30,140 CHF 95.43% 95.43%

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