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 9.61% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 99,151 CHF 54,576 CHF 99.43% 99.43%
12/07/2024 9.25% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 103,278 CHF 56,639 CHF 99.48% 99.48%
11/07/2024 11.35% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 83,373 CHF 46,686 CHF 99.36% 99.36%
10/07/2024 11.76% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 80,013 CHF 45,006 CHF 99.43% 99.43%
09/07/2024 11.79% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 79,858 CHF 44,929 CHF 86.50% 86.50%
08/07/2024 11.75% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 80,094 CHF 45,047 CHF 99.42% 99.42%
05/07/2024 11.70% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 80,524 CHF 45,262 CHF 99.39% 99.39%
04/07/2024 11.76% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 80,002 CHF 45,001 CHF 99.55% 99.55%
03/07/2024 12.77% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 73,664 CHF 41,832 CHF 99.50% 99.50%
02/07/2024 13.12% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 71,328 CHF 40,664 CHF 99.56% 99.56%

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