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 100.00% 0.01 CHF 0.03 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,500 CHF 96.82% 98.61%
12/07/2024 100.00% 0.01 CHF 0.03 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,500 CHF 68.32% 99.38%
11/07/2024 98.41% 0.01 CHF 0.03 CHF 500,000 50,000 500,000 50,000 5,132 CHF 1,500 CHF 99.15% 99.15%
10/07/2024 45.73% 0.02 CHF 0.04 CHF 500,000 50,000 500,000 50,000 11,165 CHF 1,774 CHF 100.00% 100.00%
09/07/2024 31.99% 0.02 CHF 0.04 CHF 500,000 50,000 496,464 50,000 14,446 CHF 2,000 CHF 100.00% 100.00%
08/07/2024 36.49% 0.02 CHF 0.04 CHF 500,000 50,000 494,144 50,000 14,265 CHF 2,085 CHF 100.00% 100.00%
05/07/2024 52.31% 0.02 CHF 0.04 CHF 500,000 50,000 500,000 50,000 11,401 CHF 1,931 CHF 99.62% 99.62%
04/07/2024 29.05% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 14,954 CHF 2,003 CHF 100.00% 100.00%
03/07/2024 51.85% 0.02 CHF 0.04 CHF 500,000 50,000 500,000 50,000 9,406 CHF 1,589 CHF 99.73% 99.73%
02/07/2024 88.89% 0.01 CHF 0.03 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,300 CHF 89.18% 100.00%

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