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 109.53% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,158 CHF 7,079 CHF 99.54% 99.54%
12/07/2024 90.46% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 6,140 CHF 8,070 CHF 99.51% 99.51%
11/07/2024 83.24% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,027 CHF 8,514 CHF 99.58% 99.58%
10/07/2024 79.27% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,659 CHF 8,829 CHF 99.59% 99.59%
09/07/2024 67.20% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,892 CHF 9,946 CHF 99.55% 99.55%
08/07/2024 75.22% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,568 CHF 9,284 CHF 99.57% 99.57%
05/07/2024 75.03% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,375 CHF 9,187 CHF 99.52% 99.52%
04/07/2024 69.60% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,383 CHF 9,692 CHF 99.57% 99.57%
03/07/2024 72.70% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,775 CHF 9,388 CHF 99.46% 99.46%
02/07/2024 63.49% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,784 CHF 10,392 CHF 99.59% 99.59%

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