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 62.72% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,967 CHF 10,483 CHF 97.14% 97.14%
12/07/2024 95.08% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,670 CHF 7,835 CHF 97.50% 97.50%
11/07/2024 60.82% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,617 CHF 10,808 CHF 98.32% 98.32%
10/07/2024 53.50% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,765 CHF 11,883 CHF 98.56% 98.56%
09/07/2024 46.44% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 16,868 CHF 13,434 CHF 97.59% 97.59%
08/07/2024 106.33% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,733 CHF 7,367 CHF 98.50% 98.50%
05/07/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 93.45% 93.45%
04/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.19% 99.19%
03/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 97.38% 97.38%
02/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 95.14% 95.14%

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