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 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 97.13% 97.13%
12/07/2024 166.26% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,017 CHF 5,509 CHF 96.59% 96.59%
11/07/2024 166.09% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,024 CHF 5,512 CHF 97.61% 97.61%
10/07/2024 166.65% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,001 CHF 5,500 CHF 98.66% 98.66%
09/07/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 98.60% 98.60%
08/07/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 94.87% 94.87%
05/07/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 95.09% 95.09%
04/07/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 95.44% 95.44%
03/07/2024 155.04% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,488 CHF 5,744 CHF 85.16% 96.83%
02/07/2024 165.60% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,045 CHF 5,522 CHF 54.06% 98.24%

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