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 86.72% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,555 CHF 8,278 CHF 97.03% 97.03%
12/07/2024 60.53% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,620 CHF 10,810 CHF 96.55% 96.55%
11/07/2024 69.16% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,515 CHF 9,758 CHF 97.65% 97.65%
10/07/2024 87.80% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,688 CHF 8,344 CHF 98.70% 98.70%
09/07/2024 103.63% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,717 CHF 7,358 CHF 98.60% 98.60%
08/07/2024 103.27% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,706 CHF 7,353 CHF 94.93% 94.93%
05/07/2024 83.43% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,095 CHF 8,547 CHF 95.09% 95.09%
04/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 95.44% 95.44%
03/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 96.89% 96.89%
02/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 98.24% 98.24%

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