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
25/07/2024 22.56% 0.04 CHF 0.05 CHF 1,500,000 250,000 1,500,000 250,000 59,297 CHF 12,383 CHF 98.06% 98.06%
24/07/2024 13.67% 0.06 CHF 0.07 CHF 1,500,000 250,000 1,500,000 250,000 102,574 CHF 19,596 CHF 96.28% 96.28%
23/07/2024 13.30% 0.07 CHF 0.08 CHF 1,500,000 250,000 1,500,000 250,000 105,305 CHF 20,051 CHF 96.02% 96.02%
22/07/2024 11.77% 0.08 CHF 0.09 CHF 1,500,000 250,000 1,500,000 250,000 119,985 CHF 22,498 CHF 98.79% 98.79%
19/07/2024 9.73% 0.08 CHF 0.09 CHF 1,500,000 250,000 1,500,000 250,000 147,289 CHF 27,048 CHF 99.10% 99.10%
18/07/2024 8.23% 0.12 CHF 0.13 CHF 1,500,000 250,000 1,500,000 250,000 175,507 CHF 31,751 CHF 99.26% 99.26%
17/07/2024 8.37% 0.11 CHF 0.12 CHF 1,500,000 250,000 1,500,000 250,000 172,306 CHF 31,218 CHF 99.27% 99.27%
16/07/2024 7.32% 0.14 CHF 0.15 CHF 1,500,000 250,000 1,500,000 250,000 197,693 CHF 35,449 CHF 99.27% 99.27%
15/07/2024 6.99% 0.13 CHF 0.14 CHF 1,500,000 250,000 1,500,000 250,000 207,605 CHF 37,101 CHF 99.27% 99.27%
12/07/2024 6.04% 0.17 CHF 0.18 CHF 1,500,000 250,000 1,500,000 250,000 240,985 CHF 42,664 CHF 99.27% 99.27%

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