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 19.25% 0.04 CHF 0.05 CHF 1,000,000 250,000 987,514 379,292 46,626 CHF 22,142 CHF 99.39% 99.39%
12/07/2024 18.11% 0.06 CHF 0.07 CHF 925,000 475,000 973,399 451,608 48,996 CHF 27,439 CHF 99.06% 99.06%
11/07/2024 21.91% 0.05 CHF 0.06 CHF 1,000,000 500,000 986,723 283,862 40,552 CHF 14,794 CHF 97.93% 97.93%
10/07/2024 26.86% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,046 250,000 32,219 CHF 10,606 CHF 95.48% 95.48%
09/07/2024 20.77% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,215 252,191 42,999 CHF 13,435 CHF 99.06% 99.06%
08/07/2024 17.53% 0.05 CHF 0.06 CHF 1,000,000 500,000 961,162 487,054 50,039 CHF 30,244 CHF 99.23% 99.23%
05/07/2024 15.89% 0.06 CHF 0.07 CHF 925,000 475,000 873,762 442,575 50,635 CHF 30,064 CHF 99.38% 99.38%
04/07/2024 17.35% 0.06 CHF 0.07 CHF 925,000 475,000 952,376 484,125 50,165 CHF 30,354 CHF 99.39% 99.39%
03/07/2024 18.12% 0.05 CHF 0.06 CHF 1,000,000 500,000 984,361 477,723 49,448 CHF 28,847 CHF 98.61% 98.61%
02/07/2024 18.02% 0.05 CHF 0.06 CHF 1,000,000 250,000 981,638 476,634 49,593 CHF 28,884 CHF 99.05% 99.05%

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