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 74.00% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,580 CHF 9,290 CHF 99.54% 99.54%
12/07/2024 70.06% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,300 CHF 9,650 CHF 99.51% 99.51%
11/07/2024 83.71% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,961 CHF 8,481 CHF 99.26% 99.26%
10/07/2024 93.62% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,704 CHF 7,852 CHF 99.50% 99.50%
09/07/2024 101.87% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,845 CHF 7,423 CHF 86.62% 86.62%
08/07/2024 99.80% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,023 CHF 7,511 CHF 99.44% 99.44%
05/07/2024 96.32% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,451 CHF 7,725 CHF 99.46% 99.46%
04/07/2024 95.38% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,508 CHF 7,754 CHF 99.56% 99.56%
03/07/2024 92.42% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,853 CHF 7,927 CHF 99.49% 99.49%
02/07/2024 111.71% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,959 CHF 6,979 CHF 99.55% 99.55%

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