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 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 99.05% 99.05%
12/07/2024 28.55% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,533 250,000 29,812 CHF 10,009 CHF 98.81% 98.81%
11/07/2024 28.20% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,192 250,000 30,315 CHF 10,130 CHF 98.29% 98.29%
10/07/2024 29.55% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,744 250,000 28,755 CHF 9,743 CHF 95.07% 95.07%
09/07/2024 25.63% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,257 250,000 33,887 CHF 11,031 CHF 98.61% 98.61%
08/07/2024 22.51% 0.04 CHF 0.05 CHF 1,000,000 250,000 986,006 250,000 38,950 CHF 12,372 CHF 98.56% 98.56%
05/07/2024 21.80% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,517 250,000 40,628 CHF 12,737 CHF 99.17% 99.17%
04/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,052 250,000 39,722 CHF 12,500 CHF 99.18% 99.18%
03/07/2024 21.79% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,496 250,000 40,683 CHF 12,746 CHF 98.43% 98.43%
02/07/2024 22.20% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,726 250,000 39,737 CHF 12,511 CHF 98.77% 98.77%

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