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 21.74% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 253,976 41,252 CHF 13,004 CHF 100.00% 100.00%
12/07/2024 20.97% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 271,977 42,906 CHF 14,545 CHF 99.66% 99.66%
11/07/2024 24.87% 0.04 CHF 0.05 CHF 1,000,000 250,000 997,612 250,000 35,144 CHF 11,307 CHF 86.33% 86.33%
10/07/2024 26.71% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 32,609 CHF 10,652 CHF 96.07% 96.07%
09/07/2024 25.71% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 34,005 CHF 11,001 CHF 99.67% 99.67%
08/07/2024 24.17% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 36,489 CHF 11,622 CHF 99.84% 99.84%
05/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,063 CHF 12,516 CHF 100.00% 100.00%
04/07/2024 22.16% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,148 CHF 12,537 CHF 100.00% 100.00%
03/07/2024 21.52% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 41,577 CHF 12,894 CHF 99.24% 99.24%
02/07/2024 23.67% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 37,387 CHF 11,847 CHF 99.66% 99.66%

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