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 98.43% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,218 CHF 7,609 CHF 97.66% 97.66%
12/07/2024 95.90% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,464 CHF 7,732 CHF 97.55% 97.55%
11/07/2024 90.47% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,129 CHF 8,065 CHF 98.88% 98.88%
10/07/2024 77.56% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,949 CHF 8,975 CHF 98.11% 98.11%
09/07/2024 147.51% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,821 CHF 5,910 CHF 98.41% 98.41%
08/07/2024 158.36% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,349 CHF 5,674 CHF 98.98% 98.98%
05/07/2024 157.25% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,395 CHF 5,698 CHF 98.28% 98.28%
04/07/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 98.69% 98.69%
03/07/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 98.71% 98.71%
02/07/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 98.17% 98.17%

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