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 18.92% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 48,177 CHF 29,088 CHF 94.36% 94.36%
12/07/2024 22.13% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,219 CHF 25,109 CHF 94.75% 94.75%
11/07/2024 20.06% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 45,345 CHF 27,672 CHF 94.64% 94.64%
10/07/2024 15.79% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 58,579 CHF 34,290 CHF 97.28% 97.28%
09/07/2024 15.30% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,434 CHF 35,217 CHF 97.69% 97.69%
08/07/2024 15.92% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 58,093 CHF 34,047 CHF 96.02% 96.02%
05/07/2024 15.72% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 58,814 CHF 34,407 CHF 95.05% 95.05%
04/07/2024 15.38% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,000 CHF 35,000 CHF 94.72% 94.72%
03/07/2024 13.65% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 68,492 CHF 39,246 CHF 97.20% 97.20%
02/07/2024 13.33% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 70,000 CHF 40,000 CHF 96.56% 96.56%

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