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 81.56% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,295 CHF 8,648 CHF 99.52% 99.52%
12/07/2024 79.80% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,576 CHF 8,788 CHF 99.47% 99.47%
11/07/2024 88.21% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,383 CHF 8,191 CHF 98.74% 98.74%
10/07/2024 90.10% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,111 CHF 8,055 CHF 99.19% 99.19%
09/07/2024 97.52% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,276 CHF 7,638 CHF 98.42% 98.42%
08/07/2024 90.49% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,058 CHF 8,029 CHF 98.56% 98.56%
05/07/2024 87.62% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,492 CHF 8,246 CHF 93.67% 93.67%
04/07/2024 83.52% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,984 CHF 8,492 CHF 97.85% 97.85%
03/07/2024 79.05% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,722 CHF 8,861 CHF 98.52% 98.52%
02/07/2024 91.22% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,976 CHF 7,988 CHF 99.46% 99.46%

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