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 22.28% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 40,086 CHF 12,522 CHF 99.38% 99.38%
24/07/2024 20.50% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,390 264,879 43,610 CHF 14,338 CHF 99.38% 99.38%
23/07/2024 17.00% 0.06 CHF 0.07 CHF 1,000,000 500,000 940,599 479,321 50,652 CHF 30,616 CHF 99.39% 99.39%
22/07/2024 15.11% 0.06 CHF 0.07 CHF 850,000 425,000 827,998 420,157 50,645 CHF 29,915 CHF 99.38% 99.38%
19/07/2024 17.36% 0.05 CHF 0.06 CHF 925,000 475,000 957,990 485,997 50,419 CHF 30,450 CHF 99.01% 99.01%
18/07/2024 16.38% 0.06 CHF 0.07 CHF 925,000 475,000 907,988 463,659 50,897 CHF 30,620 CHF 97.14% 97.14%
17/07/2024 15.25% 0.06 CHF 0.07 CHF 850,000 425,000 832,211 419,312 50,437 CHF 29,612 CHF 98.81% 98.81%
16/07/2024 13.85% 0.07 CHF 0.08 CHF 775,000 400,000 753,141 388,280 50,631 CHF 29,992 CHF 99.38% 99.38%
15/07/2024 12.47% 0.08 CHF 0.09 CHF 725,000 375,000 670,998 347,315 50,430 CHF 29,576 CHF 99.38% 99.38%
12/07/2024 12.05% 0.09 CHF 0.10 CHF 600,000 300,000 645,733 333,335 50,373 CHF 29,327 CHF 99.04% 99.04%

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