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 29.32% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,347 CHF 19,674 CHF 94.35% 94.35%
12/07/2024 30.80% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 28,054 CHF 19,027 CHF 94.51% 94.51%
11/07/2024 30.53% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 28,290 CHF 19,145 CHF 94.71% 94.71%
10/07/2024 27.29% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 32,011 CHF 21,006 CHF 97.22% 97.22%
09/07/2024 23.39% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,155 CHF 24,078 CHF 97.56% 97.56%
08/07/2024 25.00% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 35,626 CHF 22,813 CHF 95.72% 95.72%
05/07/2024 26.44% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 33,350 CHF 21,675 CHF 94.74% 94.74%
04/07/2024 22.86% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,995 CHF 24,498 CHF 94.72% 94.72%
03/07/2024 22.23% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,012 CHF 25,006 CHF 97.62% 97.62%
02/07/2024 22.16% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,155 CHF 25,078 CHF 96.32% 96.32%

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