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 156.28% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,455 CHF 5,728 CHF 98.71% 98.71%
12/07/2024 92.58% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,826 CHF 7,913 CHF 95.74% 95.74%
11/07/2024 128.03% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 3,001 CHF 6,501 CHF 98.93% 98.93%
10/07/2024 138.24% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,275 CHF 6,138 CHF 97.76% 97.76%
09/07/2024 141.18% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,171 CHF 6,085 CHF 94.43% 99.04%
08/07/2024 133.56% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,521 CHF 6,261 CHF 96.82% 96.82%
05/07/2024 109.69% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,171 CHF 7,085 CHF 94.81% 94.81%
04/07/2024 135.19% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,429 CHF 6,215 CHF 95.92% 95.92%
03/07/2024 150.72% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,682 CHF 5,841 CHF 64.08% 98.55%
02/07/2024 125.32% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,060 CHF 6,530 CHF 98.66% 98.66%

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