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 68.97% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,564 CHF 9,782 CHF 97.93% 97.93%
12/07/2024 65.36% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,328 CHF 10,164 CHF 96.67% 96.67%
11/07/2024 76.38% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,105 CHF 9,052 CHF 92.27% 92.27%
10/07/2024 83.56% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,976 CHF 8,488 CHF 96.65% 96.65%
09/07/2024 90.98% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,031 CHF 8,016 CHF 97.64% 97.64%
08/07/2024 77.45% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,950 CHF 8,975 CHF 98.87% 98.87%
05/07/2024 94.65% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,622 CHF 7,811 CHF 96.76% 96.76%
04/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.37% 99.37%
03/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 97.38% 97.38%
02/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 97.17% 97.17%

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