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 120.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,475 250,000 4,962 CHF 5,000 CHF 99.39% 99.39%
12/07/2024 121.26% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,434 250,000 4,867 CHF 5,000 CHF 99.06% 99.06%
11/07/2024 124.93% 0.00 CHF 0.02 CHF 1,000,000 250,000 994,317 250,000 4,605 CHF 4,972 CHF 98.53% 98.53%
10/07/2024 119.70% 0.01 CHF 0.03 CHF 1,000,000 250,000 993,713 250,000 5,012 CHF 5,011 CHF 95.51% 95.51%
09/07/2024 119.94% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,987 250,000 4,979 CHF 5,002 CHF 99.04% 99.04%
08/07/2024 116.73% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,673 250,000 5,450 CHF 5,119 CHF 99.24% 99.24%
05/07/2024 120.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,053 250,000 4,965 CHF 5,000 CHF 99.39% 99.39%
04/07/2024 133.21% 0.00 CHF 0.02 CHF 1,000,000 250,000 993,406 250,000 3,986 CHF 4,935 CHF 99.39% 99.39%
03/07/2024 175.00% 0.00 CHF 0.02 CHF 1,000,000 250,000 992,723 250,000 993 CHF 3,750 CHF 98.62% 98.62%
02/07/2024 175.00% 0.00 CHF 0.02 CHF 1,000,000 250,000 992,509 250,000 993 CHF 3,750 CHF 99.05% 99.05%

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