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 6.54% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 147,964 CHF 63,186 CHF 96.50% 96.50%
12/07/2024 6.54% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,325 148,048 CHF 63,267 CHF 92.09% 92.09%
11/07/2024 7.31% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 487,215 131,900 CHF 69,032 CHF 98.44% 98.44%
10/07/2024 8.06% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 119,199 CHF 64,599 CHF 98.49% 98.49%
09/07/2024 8.15% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 117,784 CHF 63,892 CHF 97.89% 97.89%
08/07/2024 7.46% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 499,880 129,188 CHF 69,577 CHF 98.00% 98.00%
05/07/2024 7.51% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 128,289 CHF 69,145 CHF 99.01% 99.01%
04/07/2024 7.40% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 498,342 130,159 CHF 69,832 CHF 99.55% 99.55%
03/07/2024 7.95% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 120,834 CHF 65,417 CHF 97.64% 97.64%
02/07/2024 8.00% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 120,019 CHF 65,010 CHF 99.58% 99.58%

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