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 10.53% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 90,000 CHF 40,000 CHF 99.60% 99.60%
12/07/2024 8.79% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 108,911 CHF 47,565 CHF 99.47% 99.47%
11/07/2024 10.39% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 91,413 CHF 40,565 CHF 99.08% 99.08%
10/07/2024 11.57% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 477,925 81,580 CHF 43,645 CHF 99.59% 99.59%
09/07/2024 11.95% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 78,840 CHF 44,420 CHF 99.58% 99.58%
08/07/2024 11.54% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 400,753 81,848 CHF 36,807 CHF 99.58% 99.58%
05/07/2024 11.86% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 496,433 79,370 CHF 44,364 CHF 99.56% 99.56%
04/07/2024 12.25% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 499,979 76,902 CHF 43,449 CHF 99.56% 99.56%
03/07/2024 9.50% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 405,382 101,084 CHF 44,918 CHF 99.53% 99.53%
02/07/2024 9.33% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 102,392 CHF 44,957 CHF 99.31% 99.31%

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