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 74.62% 0.01 CHF 0.02 CHF 1,500,000 250,000 1,500,000 250,000 12,668 CHF 4,611 CHF 99.27% 99.27%
12/07/2024 62.48% 0.01 CHF 0.02 CHF 1,500,000 250,000 1,500,000 250,000 16,531 CHF 5,255 CHF 99.27% 99.27%
11/07/2024 59.08% 0.01 CHF 0.02 CHF 1,500,000 250,000 1,500,000 250,000 17,944 CHF 5,491 CHF 99.27% 99.27%
10/07/2024 65.27% 0.01 CHF 0.02 CHF 1,500,000 250,000 1,500,000 250,000 15,507 CHF 5,084 CHF 99.27% 99.27%
09/07/2024 58.16% 0.01 CHF 0.02 CHF 1,500,000 250,000 1,500,000 250,000 18,418 CHF 5,570 CHF 99.27% 99.27%
08/07/2024 54.67% 0.02 CHF 0.03 CHF 1,500,000 250,000 1,500,000 250,000 19,956 CHF 5,826 CHF 99.22% 99.22%
05/07/2024 45.91% 0.02 CHF 0.03 CHF 1,500,000 250,000 1,500,000 250,000 25,346 CHF 6,724 CHF 99.27% 99.27%
04/07/2024 62.16% 0.01 CHF 0.02 CHF 1,500,000 250,000 1,500,000 250,000 16,744 CHF 5,291 CHF 99.27% 99.27%
03/07/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 250,000 1,500,000 250,000 15,063 CHF 5,011 CHF 99.27% 99.27%
02/07/2024 79.80% 0.01 CHF 0.02 CHF 1,500,000 250,000 1,500,000 250,000 11,346 CHF 4,391 CHF 99.27% 99.27%

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