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 19.41% 0.05 CHF 0.06 CHF 1,000,000 250,000 996,226 386,588 46,686 CHF 22,374 CHF 100.00% 100.00%
12/07/2024 14.12% 0.08 CHF 0.09 CHF 675,000 350,000 769,561 393,711 50,668 CHF 29,880 CHF 99.68% 99.68%
11/07/2024 19.96% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,193 271,031 44,841 CHF 15,006 CHF 98.59% 98.59%
10/07/2024 22.57% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 39,483 CHF 12,371 CHF 96.07% 96.07%
09/07/2024 22.15% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,242 CHF 12,561 CHF 99.66% 99.66%
08/07/2024 18.57% 0.04 CHF 0.05 CHF 1,000,000 250,000 980,518 407,057 48,144 CHF 24,494 CHF 99.85% 99.85%
05/07/2024 13.85% 0.06 CHF 0.07 CHF 850,000 425,000 754,866 387,645 50,719 CHF 29,941 CHF 100.00% 100.00%
04/07/2024 15.86% 0.07 CHF 0.08 CHF 850,000 425,000 877,403 445,355 50,919 CHF 30,290 CHF 100.00% 100.00%
03/07/2024 16.38% 0.06 CHF 0.07 CHF 925,000 475,000 906,105 461,354 50,812 CHF 30,477 CHF 99.23% 99.23%
02/07/2024 15.99% 0.06 CHF 0.07 CHF 925,000 475,000 878,715 448,226 50,567 CHF 30,270 CHF 99.67% 99.67%

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