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 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,626 250,000 29,809 CHF 10,000 CHF 99.38% 99.38%
12/07/2024 27.80% 0.03 CHF 0.04 CHF 1,000,000 250,000 986,209 250,000 30,625 CHF 10,269 CHF 99.08% 99.08%
11/07/2024 25.47% 0.03 CHF 0.04 CHF 1,000,000 250,000 987,413 250,000 33,898 CHF 11,085 CHF 98.09% 98.09%
10/07/2024 26.75% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,851 250,000 32,410 CHF 10,641 CHF 95.48% 95.48%
09/07/2024 33.34% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,181 250,000 24,873 CHF 8,748 CHF 99.05% 99.05%
08/07/2024 32.60% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,813 250,000 25,923 CHF 9,007 CHF 99.22% 99.22%
05/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,065 250,000 24,852 CHF 8,750 CHF 99.39% 99.39%
04/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,501 250,000 24,863 CHF 8,750 CHF 99.39% 99.39%
03/07/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,959 250,000 24,849 CHF 8,750 CHF 98.64% 98.64%
02/07/2024 33.21% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,548 250,000 24,972 CHF 8,783 CHF 99.06% 99.06%

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