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 18.23% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,874 CHF 29,937 CHF 99.39% 99.39%
12/07/2024 18.04% 0.05 CHF 0.06 CHF 1,000,000 500,000 992,874 497,625 50,096 CHF 30,089 CHF 99.07% 99.07%
11/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 985,124 495,041 49,275 CHF 29,712 CHF 97.76% 97.76%
10/07/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 992,428 497,476 49,623 CHF 29,849 CHF 95.47% 95.47%
09/07/2024 17.93% 0.06 CHF 0.07 CHF 925,000 475,000 980,294 493,432 49,801 CHF 30,009 CHF 99.06% 99.06%
08/07/2024 18.16% 0.05 CHF 0.06 CHF 1,000,000 500,000 991,904 497,301 49,677 CHF 29,879 CHF 99.24% 99.24%
05/07/2024 17.36% 0.06 CHF 0.07 CHF 925,000 475,000 950,984 483,134 50,052 CHF 30,271 CHF 99.38% 99.38%
04/07/2024 15.60% 0.06 CHF 0.07 CHF 850,000 425,000 855,704 430,966 50,572 CHF 29,774 CHF 99.39% 99.39%
03/07/2024 16.40% 0.06 CHF 0.07 CHF 850,000 425,000 905,487 461,992 50,712 CHF 30,487 CHF 98.64% 98.64%
02/07/2024 15.38% 0.06 CHF 0.07 CHF 850,000 425,000 851,390 425,927 51,083 CHF 29,815 CHF 99.05% 99.05%

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