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 24.28% 0.04 CHF 0.05 CHF 1,000,000 1,000,000 1,000,000 1,000,000 36,197 CHF 46,197 CHF 99.51% 99.51%
12/07/2024 25.72% 0.03 CHF 0.04 CHF 1,000,000 1,000,000 1,000,000 1,000,000 33,895 CHF 43,895 CHF 99.52% 99.52%
11/07/2024 24.94% 0.03 CHF 0.04 CHF 900,000 900,000 900,000 900,000 31,663 CHF 40,663 CHF 99.52% 99.52%
10/07/2024 22.72% 0.04 CHF 0.05 CHF 800,000 800,000 800,000 800,000 31,220 CHF 39,220 CHF 99.55% 99.55%
09/07/2024 22.26% 0.04 CHF 0.05 CHF 800,000 800,000 800,000 800,000 31,947 CHF 39,947 CHF 99.48% 99.48%
08/07/2024 22.86% 0.04 CHF 0.05 CHF 900,000 900,000 900,000 900,000 34,901 CHF 43,901 CHF 99.57% 99.57%
05/07/2024 23.14% 0.04 CHF 0.05 CHF 900,000 900,000 900,000 900,000 34,396 CHF 43,396 CHF 99.57% 99.57%
04/07/2024 22.75% 0.04 CHF 0.05 CHF 900,000 900,000 900,000 900,000 35,074 CHF 44,074 CHF 99.52% 99.52%
03/07/2024 21.74% 0.04 CHF 0.05 CHF 800,000 800,000 800,000 800,000 32,814 CHF 40,814 CHF 99.55% 99.55%
02/07/2024 21.59% 0.04 CHF 0.05 CHF 800,000 800,000 800,000 800,000 33,055 CHF 41,055 CHF 99.47% 99.47%

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