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 24.91% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 35,235 CHF 11,309 CHF 99.38% 99.38%
24/07/2024 23.85% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,389 250,000 36,805 CHF 11,768 CHF 99.38% 99.38%
23/07/2024 20.52% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 43,822 CHF 13,456 CHF 99.38% 99.38%
22/07/2024 19.30% 0.05 CHF 0.06 CHF 1,000,000 250,000 995,040 338,526 46,684 CHF 19,542 CHF 99.38% 99.38%
19/07/2024 20.20% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 44,553 CHF 13,638 CHF 99.04% 99.04%
18/07/2024 19.97% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 261,074 45,097 CHF 14,410 CHF 97.13% 97.13%
17/07/2024 18.21% 0.05 CHF 0.06 CHF 1,000,000 500,000 992,788 497,595 49,567 CHF 29,819 CHF 98.78% 98.78%
16/07/2024 17.77% 0.05 CHF 0.06 CHF 1,000,000 500,000 982,468 494,156 50,416 CHF 30,306 CHF 99.38% 99.38%
15/07/2024 16.22% 0.06 CHF 0.07 CHF 925,000 475,000 896,567 456,045 50,787 CHF 30,380 CHF 99.39% 99.39%
12/07/2024 16.15% 0.06 CHF 0.07 CHF 850,000 425,000 889,166 451,111 50,631 CHF 30,188 CHF 99.04% 99.04%

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