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 8.83% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 108,320 CHF 59,160 CHF 96.52% 96.52%
12/07/2024 8.81% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 108,625 CHF 59,313 CHF 92.15% 92.15%
11/07/2024 9.87% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 96,583 CHF 53,292 CHF 98.44% 98.44%
10/07/2024 11.76% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 80,000 CHF 45,000 CHF 98.44% 98.44%
09/07/2024 12.03% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 78,326 CHF 44,163 CHF 97.90% 97.90%
08/07/2024 10.53% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 90,000 CHF 50,000 CHF 98.12% 98.12%
05/07/2024 10.58% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 89,545 CHF 49,772 CHF 98.99% 98.99%
04/07/2024 10.51% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 90,166 CHF 50,083 CHF 99.56% 99.56%
03/07/2024 11.57% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 81,555 CHF 45,778 CHF 97.65% 97.65%
02/07/2024 11.46% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 82,487 CHF 46,243 CHF 99.58% 99.58%

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