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 12.08% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 77,995 CHF 43,997 CHF 99.71% 99.71%
12/07/2024 11.77% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 79,953 CHF 44,977 CHF 96.38% 96.38%
11/07/2024 13.68% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 69,462 CHF 39,731 CHF 91.14% 91.14%
10/07/2024 20.39% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 44,666 CHF 27,333 CHF 99.58% 99.58%
09/07/2024 19.09% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 47,752 CHF 28,876 CHF 96.48% 96.48%
08/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 99.58% 99.58%
05/07/2024 18.19% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,973 CHF 29,986 CHF 97.96% 97.96%
04/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 99.58% 99.58%
03/07/2024 18.19% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,982 CHF 29,991 CHF 99.47% 99.47%
02/07/2024 15.86% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 58,315 CHF 34,158 CHF 97.48% 97.48%

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