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 116.73% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,618 CHF 6,809 CHF 99.56% 99.56%
12/07/2024 110.53% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,087 CHF 7,043 CHF 99.43% 99.43%
11/07/2024 125.30% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,075 CHF 6,537 CHF 98.82% 98.82%
10/07/2024 110.08% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,102 CHF 7,051 CHF 99.15% 99.15%
09/07/2024 119.20% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,421 CHF 6,710 CHF 98.44% 98.44%
08/07/2024 123.27% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,128 CHF 6,564 CHF 98.34% 98.34%
05/07/2024 114.24% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,776 CHF 6,888 CHF 93.66% 93.66%
04/07/2024 107.36% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,345 CHF 7,172 CHF 97.84% 97.84%
03/07/2024 111.71% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,971 CHF 6,985 CHF 98.66% 98.66%
02/07/2024 111.34% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,984 CHF 6,992 CHF 99.45% 99.45%

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