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
25/07/2024 66.67% 0.01 CHF 0.01 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 46.31% 76.50%
24/07/2024 47.65% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 8,566 CHF 1,357 CHF 85.38% 85.38%
23/07/2024 40.94% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 9,823 CHF 1,482 CHF 99.99% 99.99%
22/07/2024 51.45% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 7,854 CHF 1,285 CHF 100.00% 100.00%
19/07/2024 39.47% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 10,298 CHF 1,530 CHF 85.36% 85.36%
18/07/2024 38.67% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 10,664 CHF 1,566 CHF 83.48% 83.48%
17/07/2024 36.35% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 11,645 CHF 1,665 CHF 68.86% 68.86%
16/07/2024 27.68% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 15,701 CHF 2,070 CHF 71.75% 71.75%
15/07/2024 26.87% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 16,450 CHF 2,145 CHF 96.69% 96.69%
12/07/2024 23.88% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 19,309 CHF 2,431 CHF 52.22% 52.22%

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