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 114.29% 0.02 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 13,750 CHF 99.39% 99.39%
12/07/2024 100.00% 0.02 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 15,000 CHF 99.06% 99.06%
11/07/2024 100.11% 0.02 CHF 0.06 CHF 1,000,000 250,000 985,799 250,000 19,677 CHF 14,990 CHF 97.77% 97.77%
10/07/2024 100.01% 0.02 CHF 0.06 CHF 1,000,000 250,000 992,967 250,000 19,856 CHF 14,999 CHF 95.48% 95.48%
09/07/2024 100.02% 0.02 CHF 0.06 CHF 1,000,000 250,000 993,264 250,000 19,860 CHF 14,999 CHF 99.03% 99.03%
08/07/2024 96.37% 0.02 CHF 0.06 CHF 1,000,000 250,000 993,906 250,000 21,514 CHF 15,409 CHF 99.22% 99.22%
05/07/2024 99.78% 0.02 CHF 0.06 CHF 1,000,000 250,000 992,253 250,000 19,943 CHF 15,025 CHF 96.23% 96.23%
04/07/2024 114.29% 0.02 CHF 0.06 CHF 1,000,000 250,000 992,624 250,000 14,889 CHF 13,750 CHF 99.39% 99.39%
03/07/2024 114.29% 0.02 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 13,750 CHF 98.63% 98.63%
02/07/2024 114.29% 0.02 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 13,750 CHF 99.05% 99.05%

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