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 101.29% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,118 CHF 7,559 CHF 99.47% 99.47%
12/07/2024 92.00% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,934 CHF 7,967 CHF 99.47% 99.47%
11/07/2024 105.55% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,527 CHF 7,263 CHF 99.11% 99.11%
10/07/2024 91.68% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,928 CHF 7,964 CHF 99.59% 99.59%
09/07/2024 90.66% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,083 CHF 8,041 CHF 99.55% 99.55%
08/07/2024 91.35% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,956 CHF 7,978 CHF 99.57% 99.57%
05/07/2024 90.25% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,101 CHF 8,051 CHF 99.50% 99.50%
04/07/2024 80.90% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,380 CHF 8,690 CHF 99.58% 99.58%
03/07/2024 75.02% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,352 CHF 9,176 CHF 99.55% 99.55%
02/07/2024 57.79% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,357 CHF 11,179 CHF 99.57% 99.57%

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