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 43.32% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 28,134 CHF 4,313 CHF 99.27% 99.27%
12/07/2024 40.00% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 30,000 CHF 4,500 CHF 99.27% 99.27%
11/07/2024 55.65% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 21,196 CHF 3,620 CHF 99.27% 99.27%
10/07/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 15,000 CHF 3,000 CHF 99.27% 99.27%
09/07/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 15,000 CHF 3,000 CHF 99.27% 99.27%
08/07/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 15,000 CHF 3,000 CHF 99.25% 99.25%
05/07/2024 52.79% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 22,804 CHF 3,780 CHF 99.27% 99.27%
04/07/2024 60.83% 0.02 CHF 0.03 CHF 1,500,000 150,000 1,500,000 150,000 18,286 CHF 3,329 CHF 99.27% 99.27%
03/07/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 15,000 CHF 3,000 CHF 99.27% 99.27%
02/07/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 150,000 1,500,000 150,000 15,000 CHF 3,000 CHF 99.27% 99.27%

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