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 19.53% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,355 370,497 46,350 CHF 21,365 CHF 100.00% 100.00%
12/07/2024 17.70% 0.06 CHF 0.07 CHF 850,000 425,000 972,592 486,713 50,108 CHF 29,954 CHF 99.68% 99.68%
11/07/2024 22.26% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,193 250,000 39,635 CHF 12,487 CHF 98.59% 98.59%
10/07/2024 24.80% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,456 CHF 11,364 CHF 96.11% 96.11%
09/07/2024 24.99% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,022 CHF 11,255 CHF 99.65% 99.65%
08/07/2024 22.41% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,860 CHF 12,465 CHF 99.83% 99.83%
05/07/2024 18.58% 0.05 CHF 0.06 CHF 1,000,000 250,000 997,656 441,942 48,791 CHF 26,254 CHF 100.00% 100.00%
04/07/2024 20.17% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 44,618 CHF 13,655 CHF 100.00% 100.00%
03/07/2024 20.86% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 43,071 CHF 13,268 CHF 99.22% 99.22%
02/07/2024 20.86% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 256,075 43,078 CHF 13,615 CHF 99.66% 99.66%

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