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 138.11% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,269 CHF 6,135 CHF 94.77% 94.77%
12/07/2024 125.80% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,955 CHF 6,478 CHF 99.25% 99.25%
11/07/2024 111.80% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,967 CHF 6,983 CHF 98.21% 98.21%
10/07/2024 126.14% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,936 CHF 6,468 CHF 99.41% 99.41%
09/07/2024 139.97% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,162 CHF 6,081 CHF 99.36% 99.36%
08/07/2024 142.15% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,050 CHF 6,025 CHF 98.72% 98.72%
05/07/2024 163.68% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,126 CHF 5,563 CHF 98.76% 98.76%
04/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.37% 99.37%
03/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.38% 99.38%
02/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.39% 99.39%

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