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 51.72% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 14,534 CHF 12,267 CHF 98.97% 98.97%
12/07/2024 46.87% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,360 CHF 13,180 CHF 96.11% 96.11%
11/07/2024 61.32% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 11,341 CHF 10,671 CHF 93.64% 93.64%
10/07/2024 78.88% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,770 CHF 8,885 CHF 96.81% 96.81%
09/07/2024 79.94% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,612 CHF 8,806 CHF 97.35% 97.35%
08/07/2024 63.89% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,759 CHF 10,380 CHF 98.87% 98.87%
05/07/2024 109.28% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,167 CHF 7,083 CHF 97.57% 97.57%
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 99.36% 99.36%
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 97.75% 97.75%
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 97.15% 97.15%

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