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 46.20% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,938 CHF 13,469 CHF 99.49% 99.49%
12/07/2024 38.52% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,145 CHF 15,572 CHF 99.50% 99.50%
11/07/2024 46.37% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,667 CHF 13,334 CHF 99.13% 99.13%
10/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.59% 99.59%
09/07/2024 39.03% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,668 CHF 15,334 CHF 99.54% 99.54%
08/07/2024 40.83% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,511 CHF 14,756 CHF 99.58% 99.58%
05/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.56% 99.56%
04/07/2024 39.67% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,287 CHF 15,143 CHF 99.58% 99.58%
03/07/2024 34.44% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 24,866 CHF 17,433 CHF 99.47% 99.47%
02/07/2024 23.60% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 37,829 CHF 23,914 CHF 99.58% 99.58%

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