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 18.21% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,932 CHF 29,966 CHF 99.44% 99.44%
12/07/2024 18.24% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,847 CHF 29,923 CHF 99.39% 99.39%
11/07/2024 20.42% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 44,448 CHF 27,224 CHF 98.77% 98.77%
10/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.13% 99.13%
09/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.59% 98.59%
08/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.34% 98.34%
05/07/2024 22.15% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,177 CHF 25,089 CHF 93.73% 93.73%
04/07/2024 19.78% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 46,042 CHF 28,021 CHF 97.85% 97.85%
03/07/2024 22.16% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,159 CHF 25,080 CHF 98.66% 98.66%
02/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.46% 99.46%

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