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 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.58% 99.58%
12/07/2024 23.37% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 38,196 CHF 24,098 CHF 96.43% 96.43%
11/07/2024 23.10% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 39,138 CHF 24,569 CHF 91.14% 91.14%
10/07/2024 15.99% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 57,836 CHF 33,918 CHF 99.58% 99.58%
09/07/2024 17.25% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 53,727 CHF 31,864 CHF 96.48% 96.48%
08/07/2024 18.21% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,943 CHF 29,971 CHF 99.55% 99.55%
05/07/2024 15.44% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 59,792 CHF 34,896 CHF 97.97% 97.97%
04/07/2024 15.42% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 59,857 CHF 34,929 CHF 99.56% 99.56%
03/07/2024 15.93% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 58,045 CHF 34,022 CHF 99.41% 99.41%
02/07/2024 17.96% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 50,796 CHF 30,398 CHF 97.49% 97.49%

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