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 52.19% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 14,190 CHF 12,095 CHF 99.52% 99.52%
12/07/2024 50.43% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 14,850 CHF 12,425 CHF 99.42% 99.42%
11/07/2024 57.01% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,592 CHF 11,296 CHF 98.83% 98.83%
10/07/2024 55.61% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,990 CHF 11,495 CHF 99.16% 99.16%
09/07/2024 59.03% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,948 CHF 10,974 CHF 98.49% 98.49%
08/07/2024 56.78% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,630 CHF 11,315 CHF 98.38% 98.38%
05/07/2024 54.57% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,369 CHF 11,684 CHF 93.68% 93.68%
04/07/2024 52.28% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 14,145 CHF 12,073 CHF 97.85% 97.85%
03/07/2024 50.85% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 14,746 CHF 12,373 CHF 98.53% 98.53%
02/07/2024 58.89% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,993 CHF 10,996 CHF 99.47% 99.47%

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