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 138.73% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,350 CHF 6,175 CHF 94.35% 94.35%
12/07/2024 141.97% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,186 CHF 6,093 CHF 84.53% 84.53%
11/07/2024 128.95% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,787 CHF 6,393 CHF 98.89% 98.89%
10/07/2024 116.42% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,620 CHF 6,810 CHF 97.65% 97.65%
09/07/2024 107.46% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,330 CHF 7,165 CHF 98.45% 98.45%
08/07/2024 98.14% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,209 CHF 7,604 CHF 98.83% 98.83%
05/07/2024 93.51% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,720 CHF 7,860 CHF 90.61% 90.61%
04/07/2024 101.14% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,928 CHF 7,464 CHF 98.10% 98.10%
03/07/2024 105.22% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,614 CHF 7,307 CHF 99.19% 99.19%
02/07/2024 142.72% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,033 CHF 6,017 CHF 96.41% 96.41%

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