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 66.00% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,251 CHF 10,125 CHF 99.17% 99.17%
12/07/2024 40.48% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,820 CHF 14,910 CHF 99.17% 99.17%
11/07/2024 52.53% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 15,302 CHF 12,651 CHF 99.17% 99.17%
10/07/2024 42.12% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 499,878 19,207 CHF 14,600 CHF 99.17% 99.17%
09/07/2024 62.15% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 11,693 CHF 10,846 CHF 99.16% 99.16%
08/07/2024 39.97% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,028 CHF 15,014 CHF 99.16% 99.16%
05/07/2024 21.55% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 41,937 CHF 25,969 CHF 99.15% 99.15%
04/07/2024 22.78% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 499,999 39,148 CHF 24,574 CHF 99.17% 99.17%
03/07/2024 22.24% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,974 CHF 24,987 CHF 99.15% 99.15%
02/07/2024 36.59% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 22,980 CHF 16,490 CHF 99.16% 99.16%

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