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 82.50% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,202 CHF 8,601 CHF 99.42% 99.42%
12/07/2024 39.67% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,378 CHF 15,189 CHF 99.36% 99.36%
11/07/2024 52.03% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 14,486 CHF 12,243 CHF 99.45% 99.45%
10/07/2024 56.10% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,955 CHF 11,477 CHF 99.48% 99.48%
09/07/2024 153.74% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,570 CHF 5,785 CHF 97.27% 97.27%
08/07/2024 165.66% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,042 CHF 5,521 CHF 99.44% 99.44%
05/07/2024 144.03% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,952 CHF 5,976 CHF 99.49% 99.49%
04/07/2024 125.00% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,000 CHF 6,500 CHF 99.58% 99.58%
03/07/2024 125.54% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,970 CHF 6,485 CHF 99.37% 99.37%
02/07/2024 166.02% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,027 CHF 5,514 CHF 98.40% 98.40%

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