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 20.05% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,498 250,000 44,542 CHF 13,720 CHF 99.38% 99.38%
12/07/2024 20.97% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,379 250,000 42,518 CHF 13,206 CHF 99.08% 99.08%
11/07/2024 21.04% 0.04 CHF 0.05 CHF 1,000,000 250,000 986,427 250,000 42,088 CHF 13,165 CHF 97.90% 97.90%
10/07/2024 19.85% 0.05 CHF 0.06 CHF 1,000,000 250,000 993,705 252,730 45,125 CHF 14,004 CHF 95.50% 95.50%
09/07/2024 20.01% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,007 250,000 44,701 CHF 13,743 CHF 99.04% 99.04%
08/07/2024 20.06% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,644 252,621 44,623 CHF 13,866 CHF 99.24% 99.24%
05/07/2024 22.16% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,014 250,000 39,853 CHF 12,533 CHF 99.39% 99.39%
04/07/2024 24.98% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,403 250,000 34,800 CHF 11,258 CHF 99.39% 99.39%
03/07/2024 33.50% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,720 250,000 24,697 CHF 8,720 CHF 98.62% 98.62%
02/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,480 250,000 19,850 CHF 7,500 CHF 99.06% 99.06%

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