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 70.96% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,131 CHF 9,565 CHF 97.66% 97.66%
12/07/2024 68.86% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,542 CHF 9,771 CHF 97.97% 97.97%
11/07/2024 67.40% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,870 CHF 9,935 CHF 98.95% 98.95%
10/07/2024 59.86% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,808 CHF 10,904 CHF 98.16% 98.16%
09/07/2024 94.07% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,661 CHF 7,830 CHF 98.39% 98.39%
08/07/2024 101.90% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,876 CHF 7,438 CHF 98.97% 98.97%
05/07/2024 96.04% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 5,475 CHF 7,737 CHF 98.22% 98.22%
04/07/2024 117.27% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,592 CHF 6,796 CHF 98.68% 98.68%
03/07/2024 109.13% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,197 CHF 7,098 CHF 98.77% 98.77%
02/07/2024 135.20% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,481 CHF 6,240 CHF 94.66% 98.32%

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