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 56.86% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,654 CHF 11,327 CHF 99.65% 99.65%
12/07/2024 35.05% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 23,587 CHF 16,794 CHF 99.42% 99.42%
11/07/2024 40.39% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,945 CHF 14,973 CHF 99.43% 99.43%
10/07/2024 43.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,391 CHF 14,196 CHF 99.49% 99.49%
09/07/2024 109.94% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,123 CHF 7,061 CHF 97.27% 97.27%
08/07/2024 111.39% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,980 CHF 6,990 CHF 99.49% 99.49%
05/07/2024 114.60% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,769 CHF 6,884 CHF 99.42% 99.42%
04/07/2024 104.56% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,590 CHF 7,295 CHF 99.57% 99.57%
03/07/2024 98.88% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,123 CHF 7,561 CHF 99.46% 99.46%
02/07/2024 114.90% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,728 CHF 6,864 CHF 98.38% 98.38%

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