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 40.00% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 10,000 CHF 3,000 CHF 98.16% 98.16%
12/07/2024 33.81% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 12,709 CHF 3,542 CHF 98.42% 98.42%
11/07/2024 39.92% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 10,033 CHF 3,007 CHF 99.09% 99.09%
10/07/2024 48.65% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 8,378 CHF 2,676 CHF 100.00% 100.00%
09/07/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 100.00% 100.00%
08/07/2024 47.22% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 8,646 CHF 2,729 CHF 100.00% 100.00%
05/07/2024 40.00% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 10,000 CHF 3,000 CHF 98.88% 98.88%
04/07/2024 40.00% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 10,000 CHF 3,000 CHF 99.50% 99.50%
03/07/2024 41.81% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 9,660 CHF 2,932 CHF 99.68% 99.68%
02/07/2024 64.53% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,401 CHF 2,080 CHF 85.28% 85.28%

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