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 22.57% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,517 CHF 12,379 CHF 100.00% 100.00%
12/07/2024 22.36% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,052 250,000 39,475 CHF 12,438 CHF 99.67% 99.67%
11/07/2024 24.50% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,903 CHF 11,476 CHF 99.41% 99.41%
10/07/2024 25.00% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 34,994 CHF 11,249 CHF 96.07% 96.07%
09/07/2024 25.31% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 34,564 CHF 11,141 CHF 99.66% 99.66%
08/07/2024 22.63% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,272 CHF 12,318 CHF 99.83% 99.83%
05/07/2024 21.92% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,715 CHF 12,679 CHF 100.00% 100.00%
04/07/2024 22.09% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 40,287 CHF 12,572 CHF 100.00% 100.00%
03/07/2024 23.95% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 36,890 CHF 11,722 CHF 99.24% 99.24%
02/07/2024 25.17% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 34,769 CHF 11,192 CHF 99.66% 99.66%

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