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 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.25% 98.25%
12/07/2024 39.98% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,018 CHF 15,009 CHF 96.07% 96.07%
11/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 93.83% 93.83%
10/07/2024 62.20% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 11,675 CHF 10,837 CHF 96.83% 96.83%
09/07/2024 66.29% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,141 CHF 10,071 CHF 97.58% 97.58%
08/07/2024 43.13% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 18,825 CHF 14,412 CHF 98.84% 98.84%
05/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 86.92% 96.68%
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 99.36% 99.36%
03/07/2024 44.26% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 18,403 CHF 14,201 CHF 97.50% 97.50%
02/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 97.20% 97.20%

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