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 1,000,000 250,000 993,430 250,000 29,803 CHF 10,000 CHF 99.39% 99.39%
12/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 986,024 250,000 29,581 CHF 10,000 CHF 99.06% 99.06%
11/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 987,319 250,000 29,620 CHF 10,000 CHF 98.08% 98.08%
10/07/2024 25.00% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,729 250,000 34,816 CHF 11,250 CHF 95.49% 95.49%
09/07/2024 25.48% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,100 250,000 34,168 CHF 11,085 CHF 99.05% 99.05%
08/07/2024 24.94% 0.04 CHF 0.05 CHF 1,000,000 250,000 995,680 250,000 34,961 CHF 11,278 CHF 99.24% 99.24%
05/07/2024 24.94% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,980 250,000 34,892 CHF 11,276 CHF 99.39% 99.39%
04/07/2024 25.00% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,386 250,000 34,804 CHF 11,250 CHF 99.39% 99.39%
03/07/2024 26.25% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,849 250,000 33,038 CHF 10,813 CHF 98.64% 98.64%
02/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,433 250,000 29,803 CHF 10,000 CHF 99.06% 99.06%

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