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 71.40% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 4,503 CHF 9,503 CHF 94.95% 94.95%
12/07/2024 63.44% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 5,392 CHF 10,392 CHF 96.27% 96.27%
11/07/2024 65.63% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 5,127 CHF 10,127 CHF 98.08% 98.08%
10/07/2024 69.87% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 4,714 CHF 9,714 CHF 99.02% 99.02%
09/07/2024 67.75% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 4,887 CHF 9,887 CHF 98.03% 98.03%
08/07/2024 66.26% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 5,052 CHF 10,053 CHF 97.17% 97.17%
05/07/2024 66.67% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 5,000 CHF 10,000 CHF 98.21% 98.21%
04/07/2024 57.74% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 6,166 CHF 11,166 CHF 97.81% 97.81%
03/07/2024 61.13% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 5,687 CHF 10,687 CHF 97.58% 97.58%
02/07/2024 67.56% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 4,906 CHF 9,906 CHF 97.21% 97.21%

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