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 1,000,000 250,000 993,749 250,000 9,937 CHF 5,000 CHF 99.39% 99.39%
12/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 986,735 250,000 9,867 CHF 5,000 CHF 99.06% 99.06%
11/07/2024 78.77% 0.01 CHF 0.02 CHF 1,000,000 250,000 987,548 250,000 8,120 CHF 4,546 CHF 98.14% 98.14%
10/07/2024 85.62% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,969 250,000 7,625 CHF 4,513 CHF 95.48% 95.48%
09/07/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,381 250,000 4,977 CHF 3,750 CHF 99.06% 99.06%
08/07/2024 101.69% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,026 250,000 4,873 CHF 3,750 CHF 99.23% 99.23%
05/07/2024 122.47% 0.00 CHF 0.02 CHF 1,000,000 250,000 994,212 250,000 3,575 CHF 3,574 CHF 99.39% 99.39%
04/07/2024 122.40% 0.00 CHF 0.02 CHF 1,000,000 250,000 994,711 250,000 3,564 CHF 3,571 CHF 99.39% 99.39%
03/07/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,167 250,000 4,971 CHF 3,750 CHF 98.64% 98.64%
02/07/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,744 250,000 4,969 CHF 3,750 CHF 99.06% 99.06%

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