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 13.33% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 70,000 CHF 40,000 CHF 99.60% 99.60%
12/07/2024 13.34% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 69,981 CHF 39,990 CHF 99.60% 99.60%
11/07/2024 14.94% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 62,221 CHF 36,111 CHF 92.76% 92.76%
10/07/2024 15.25% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 60,680 CHF 35,340 CHF 98.52% 98.52%
09/07/2024 13.70% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 68,207 CHF 39,103 CHF 99.03% 99.03%
08/07/2024 14.93% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 62,226 CHF 36,113 CHF 99.58% 99.58%
05/07/2024 11.59% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 81,464 CHF 45,732 CHF 89.79% 89.79%
04/07/2024 11.77% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 79,959 CHF 44,979 CHF 99.20% 99.20%
03/07/2024 11.51% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 82,049 CHF 46,025 CHF 97.73% 97.73%
02/07/2024 10.52% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 90,049 CHF 50,024 CHF 95.41% 95.41%

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