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 145.02% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,911 CHF 5,955 CHF 99.72% 99.72%
12/07/2024 122.95% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,215 CHF 6,607 CHF 99.73% 99.73%
11/07/2024 106.86% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,387 CHF 7,194 CHF 99.60% 99.60%
10/07/2024 100.36% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,976 CHF 7,488 CHF 99.61% 99.61%
09/07/2024 81.50% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,299 CHF 8,649 CHF 99.55% 99.55%
08/07/2024 89.65% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,588 CHF 8,294 CHF 99.56% 99.56%
05/07/2024 96.45% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,400 CHF 7,700 CHF 99.47% 99.47%
04/07/2024 89.56% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,178 CHF 8,089 CHF 99.57% 99.57%
03/07/2024 82.86% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,171 CHF 8,585 CHF 99.53% 99.53%
02/07/2024 68.58% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,657 CHF 9,828 CHF 99.59% 99.59%

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