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 63.43% 0.03 CHF 0.05 CHF 1,000,000 1,000,000 812,767 812,767 22,342 CHF 39,843 CHF 72.21% 72.21%
12/07/2024 7.03% 0.22 CHF 0.24 CHF 250,000 250,000 250,000 250,000 52,789 CHF 56,645 CHF 99.01% 99.01%
11/07/2024 8.01% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 48,643 CHF 52,694 CHF 91.88% 91.88%
10/07/2024 8.08% 0.18 CHF 0.20 CHF 250,000 250,000 250,000 250,000 43,161 CHF 46,786 CHF 100.00% 100.00%
09/07/2024 7.91% 0.17 CHF 0.19 CHF 250,000 250,000 250,000 250,000 47,360 CHF 51,250 CHF 100.00% 100.00%
08/07/2024 8.01% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 50,362 CHF 54,568 CHF 100.00% 100.00%
05/07/2024 6.53% 0.20 CHF 0.22 CHF 200,000 200,000 199,105 199,105 46,505 CHF 49,595 CHF 98.86% 98.86%
04/07/2024 6.68% 0.22 CHF 0.23 CHF 250,000 250,000 250,000 250,000 53,256 CHF 56,928 CHF 100.00% 100.00%
03/07/2024 8.32% 0.20 CHF 0.22 CHF 250,000 250,000 250,000 250,000 49,299 CHF 53,579 CHF 99.82% 99.82%
02/07/2024 9.30% 0.19 CHF 0.20 CHF 250,000 250,000 250,000 250,000 43,189 CHF 47,412 CHF 100.00% 100.00%

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