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 141.24% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,139 CHF 6,070 CHF 85.22% 98.71%
12/07/2024 96.85% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,350 CHF 7,675 CHF 95.75% 95.75%
11/07/2024 117.14% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 3,614 CHF 6,807 CHF 98.94% 98.94%
10/07/2024 130.81% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,675 CHF 6,337 CHF 97.77% 97.77%
09/07/2024 136.88% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,336 CHF 6,168 CHF 99.05% 99.05%
08/07/2024 126.87% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,907 CHF 6,453 CHF 96.84% 96.84%
05/07/2024 110.63% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,100 CHF 7,050 CHF 96.06% 96.06%
04/07/2024 123.89% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,086 CHF 6,543 CHF 95.91% 95.91%
03/07/2024 139.09% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,211 CHF 6,106 CHF 98.56% 98.56%
02/07/2024 124.93% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,017 CHF 6,509 CHF 98.67% 98.67%

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