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 45.34% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,519 250,000 17,210 CHF 6,840 CHF 99.39% 99.39%
12/07/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,455 250,000 14,887 CHF 6,250 CHF 99.08% 99.08%
11/07/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 986,494 250,000 14,799 CHF 6,250 CHF 97.91% 97.91%
10/07/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,793 250,000 14,907 CHF 6,250 CHF 95.49% 95.49%
09/07/2024 49.97% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,040 250,000 14,924 CHF 6,253 CHF 99.06% 99.06%
08/07/2024 41.52% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,672 250,000 19,131 CHF 7,309 CHF 99.24% 99.24%
05/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,064 250,000 19,861 CHF 7,500 CHF 99.39% 99.39%
04/07/2024 40.06% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,452 250,000 19,838 CHF 7,492 CHF 99.39% 99.39%
03/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,780 250,000 19,856 CHF 7,500 CHF 98.65% 98.65%
02/07/2024 42.47% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,530 250,000 18,613 CHF 7,191 CHF 99.06% 99.06%

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