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 21.23% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 42,228 CHF 13,057 CHF 99.39% 99.39%
12/07/2024 21.88% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 40,760 CHF 12,690 CHF 99.07% 99.07%
11/07/2024 22.13% 0.04 CHF 0.05 CHF 1,000,000 250,000 985,922 250,000 39,615 CHF 12,550 CHF 97.76% 97.76%
10/07/2024 22.20% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,138 250,000 39,766 CHF 12,510 CHF 95.44% 95.44%
09/07/2024 22.18% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,346 250,000 39,842 CHF 12,527 CHF 99.06% 99.06%
08/07/2024 20.67% 0.05 CHF 0.06 CHF 1,000,000 250,000 993,956 250,000 43,226 CHF 13,375 CHF 99.23% 99.23%
05/07/2024 21.04% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,581 250,000 42,371 CHF 13,167 CHF 99.39% 99.39%
04/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,791 250,000 39,712 CHF 12,500 CHF 99.39% 99.39%
03/07/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,000 CHF 12,500 CHF 98.63% 98.63%
02/07/2024 22.28% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,894 CHF 12,474 CHF 99.05% 99.05%

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