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 56.24% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,828 CHF 11,414 CHF 99.56% 99.56%
12/07/2024 44.47% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,515 CHF 13,758 CHF 99.44% 99.44%
11/07/2024 54.07% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,514 CHF 11,757 CHF 99.13% 99.13%
10/07/2024 64.88% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,453 CHF 10,226 CHF 99.56% 99.56%
09/07/2024 64.57% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,519 CHF 10,259 CHF 99.59% 99.59%
08/07/2024 53.37% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,830 CHF 11,915 CHF 99.58% 99.58%
05/07/2024 44.25% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,657 CHF 13,828 CHF 99.33% 99.33%
04/07/2024 42.96% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,291 CHF 14,146 CHF 99.54% 99.54%
03/07/2024 43.58% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,006 CHF 14,003 CHF 99.48% 99.48%
02/07/2024 52.23% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 14,178 CHF 12,089 CHF 99.60% 99.60%

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