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 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.12% 98.12%
12/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 97.57% 97.57%
11/07/2024 39.43% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,503 CHF 15,252 CHF 98.92% 98.92%
10/07/2024 35.42% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 24,010 CHF 17,005 CHF 98.14% 98.14%
09/07/2024 63.84% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 11,061 CHF 10,530 CHF 98.31% 98.31%
08/07/2024 64.14% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,946 CHF 10,473 CHF 98.89% 98.89%
05/07/2024 64.96% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,638 CHF 10,319 CHF 98.26% 98.26%
04/07/2024 66.68% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,073 CHF 10,036 CHF 98.68% 98.68%
03/07/2024 63.56% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,790 CHF 10,395 CHF 98.75% 98.75%
02/07/2024 - 0.01 CHF 0.02 CHF 1,000,000 500,000 0 0 0 CHF 0 CHF 0.00% 98.18%

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