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 21.51% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 41,601 CHF 12,900 CHF 99.39% 99.39%
12/07/2024 21.92% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 40,673 CHF 12,668 CHF 99.06% 99.06%
11/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 985,565 250,000 39,423 CHF 12,500 CHF 97.73% 97.73%
10/07/2024 22.69% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,762 250,000 38,871 CHF 12,290 CHF 95.49% 95.49%
09/07/2024 23.82% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,940 250,000 36,842 CHF 11,781 CHF 99.05% 99.05%
08/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,593 250,000 39,744 CHF 12,500 CHF 99.23% 99.23%
05/07/2024 21.84% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,317 250,000 40,547 CHF 12,714 CHF 99.39% 99.39%
04/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,400 250,000 39,693 CHF 12,499 CHF 99.39% 99.39%
03/07/2024 22.58% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,353 CHF 12,338 CHF 98.64% 98.64%
02/07/2024 23.02% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 38,557 CHF 12,139 CHF 99.06% 99.06%

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