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 19.92% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 292,664 45,311 CHF 16,322 CHF 100.00% 100.00%
12/07/2024 19.67% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 290,405 45,899 CHF 16,388 CHF 99.69% 99.69%
11/07/2024 20.01% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,198 250,000 44,627 CHF 13,744 CHF 98.52% 98.52%
10/07/2024 20.13% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 44,716 CHF 13,679 CHF 96.10% 96.10%
09/07/2024 19.69% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 299,503 45,880 CHF 16,890 CHF 99.66% 99.66%
08/07/2024 18.02% 0.05 CHF 0.06 CHF 1,000,000 500,000 990,580 496,860 50,043 CHF 30,076 CHF 99.84% 99.84%
05/07/2024 17.19% 0.05 CHF 0.06 CHF 1,000,000 500,000 949,977 483,325 50,529 CHF 30,553 CHF 100.00% 100.00%
04/07/2024 17.14% 0.05 CHF 0.06 CHF 1,000,000 500,000 949,158 483,053 50,650 CHF 30,622 CHF 100.00% 100.00%
03/07/2024 17.24% 0.06 CHF 0.07 CHF 1,000,000 500,000 954,251 484,750 50,596 CHF 30,565 CHF 99.23% 99.23%
02/07/2024 17.39% 0.05 CHF 0.06 CHF 1,000,000 500,000 962,123 487,099 50,535 CHF 30,467 CHF 99.67% 99.67%

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