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 27.67% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 31,260 CHF 10,315 CHF 99.06% 99.06%
12/07/2024 21.29% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 42,098 CHF 13,025 CHF 98.86% 98.86%
11/07/2024 21.17% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,146 250,000 42,050 CHF 13,091 CHF 97.94% 97.94%
10/07/2024 22.17% 0.04 CHF 0.05 CHF 1,000,000 250,000 991,866 250,000 39,784 CHF 12,527 CHF 95.13% 95.13%
09/07/2024 18.31% 0.05 CHF 0.06 CHF 1,000,000 250,000 981,770 444,568 48,811 CHF 26,784 CHF 98.65% 98.65%
08/07/2024 16.93% 0.06 CHF 0.07 CHF 1,000,000 500,000 929,006 475,984 50,226 CHF 30,503 CHF 98.56% 98.56%
05/07/2024 13.00% 0.07 CHF 0.08 CHF 725,000 375,000 700,796 362,898 50,444 CHF 29,752 CHF 99.17% 99.17%
04/07/2024 12.39% 0.07 CHF 0.08 CHF 725,000 375,000 664,590 345,951 50,313 CHF 29,650 CHF 99.18% 99.18%
03/07/2024 17.54% 0.08 CHF 0.09 CHF 725,000 375,000 969,884 486,912 50,584 CHF 30,290 CHF 98.44% 98.44%
02/07/2024 15.48% 0.06 CHF 0.07 CHF 775,000 400,000 849,120 436,928 50,571 CHF 30,400 CHF 98.84% 98.84%

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