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 89.98% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,207 CHF 8,103 CHF 98.72% 98.72%
12/07/2024 61.29% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,333 CHF 10,667 CHF 95.77% 95.77%
11/07/2024 72.00% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,003 CHF 9,502 CHF 98.91% 98.91%
10/07/2024 79.65% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,580 CHF 8,790 CHF 98.76% 98.76%
09/07/2024 81.82% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,279 CHF 8,639 CHF 99.04% 99.04%
08/07/2024 75.74% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,229 CHF 9,115 CHF 96.83% 96.83%
05/07/2024 67.29% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,895 CHF 9,948 CHF 96.03% 96.03%
04/07/2024 76.24% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,125 CHF 9,062 CHF 95.92% 95.92%
03/07/2024 86.35% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,617 CHF 8,308 CHF 96.99% 96.99%
02/07/2024 78.53% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,753 CHF 8,877 CHF 98.67% 98.67%

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