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 40.70% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,737 CHF 14,869 CHF 93.59% 93.59%
12/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 94.73% 94.73%
11/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 94.67% 94.67%
10/07/2024 39.52% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,419 CHF 15,209 CHF 97.26% 97.26%
09/07/2024 38.30% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,486 CHF 15,743 CHF 97.60% 97.60%
08/07/2024 37.78% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 21,944 CHF 15,972 CHF 96.02% 96.02%
05/07/2024 37.80% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,923 CHF 15,962 CHF 95.05% 95.05%
04/07/2024 34.43% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 24,875 CHF 17,438 CHF 94.70% 94.70%
03/07/2024 29.45% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,234 CHF 19,617 CHF 97.47% 97.47%
02/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 96.56% 96.56%

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