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 65.54% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,413 CHF 10,207 CHF 94.35% 94.35%
12/07/2024 64.38% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,789 CHF 10,395 CHF 84.69% 84.69%
11/07/2024 55.33% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,146 CHF 11,573 CHF 98.91% 98.91%
10/07/2024 45.69% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,929 CHF 13,464 CHF 97.65% 97.65%
09/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.45% 98.45%
08/07/2024 39.89% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,097 CHF 15,048 CHF 98.83% 98.83%
05/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 90.69% 90.69%
04/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,002 CHF 15,001 CHF 98.13% 98.13%
03/07/2024 42.36% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,906 CHF 14,453 CHF 99.22% 99.22%
02/07/2024 57.85% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,306 CHF 11,153 CHF 96.41% 96.41%

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