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 115.94% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,698 CHF 6,849 CHF 99.48% 99.48%
12/07/2024 55.64% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,104 CHF 11,552 CHF 99.66% 99.66%
11/07/2024 74.05% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,686 CHF 9,343 CHF 99.45% 99.45%
10/07/2024 79.07% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,732 CHF 8,866 CHF 99.51% 99.51%
09/07/2024 166.29% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,016 CHF 5,508 CHF 97.26% 97.26%
08/07/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.45% 99.45%
05/07/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.48% 99.48%
04/07/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.57% 99.57%
03/07/2024 166.47% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,008 CHF 5,504 CHF 99.42% 99.42%
02/07/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 98.40% 98.40%

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