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 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,574 250,000 9,936 CHF 5,000 CHF 99.39% 99.39%
12/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 986,241 250,000 9,862 CHF 5,000 CHF 99.07% 99.07%
11/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 987,415 250,000 9,874 CHF 5,000 CHF 98.10% 98.10%
10/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,825 250,000 9,948 CHF 5,000 CHF 95.49% 95.49%
09/07/2024 66.82% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,182 250,000 9,930 CHF 4,994 CHF 99.05% 99.05%
08/07/2024 67.18% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,833 250,000 9,882 CHF 4,981 CHF 99.23% 99.23%
05/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,040 250,000 9,940 CHF 5,000 CHF 99.39% 99.39%
04/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,502 250,000 9,945 CHF 5,000 CHF 99.39% 99.39%
03/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,987 250,000 9,940 CHF 5,000 CHF 98.64% 98.64%
02/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,576 250,000 9,936 CHF 5,000 CHF 99.06% 99.06%

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