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 85.07% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 7,240 CHF 4,310 CHF 99.39% 99.39%
12/07/2024 84.30% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 7,355 CHF 4,339 CHF 99.06% 99.06%
11/07/2024 97.79% 0.01 CHF 0.02 CHF 1,000,000 250,000 985,971 250,000 5,252 CHF 3,833 CHF 97.79% 97.79%
10/07/2024 79.24% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,167 250,000 8,046 CHF 4,529 CHF 95.47% 95.47%
09/07/2024 96.15% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,430 250,000 5,545 CHF 3,895 CHF 99.05% 99.05%
08/07/2024 73.92% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,085 250,000 8,852 CHF 4,728 CHF 99.24% 99.24%
05/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,601 250,000 9,926 CHF 5,000 CHF 99.39% 99.39%
04/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,839 250,000 9,928 CHF 5,000 CHF 99.39% 99.39%
03/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,298 250,000 9,923 CHF 5,000 CHF 98.61% 98.61%
02/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.05% 99.05%

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