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 111.10% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,066 CHF 7,033 CHF 99.11% 99.11%
12/07/2024 98.60% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,156 CHF 7,578 CHF 98.89% 98.89%
11/07/2024 78.14% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,833 CHF 8,917 CHF 99.04% 99.04%
10/07/2024 74.56% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,491 CHF 9,246 CHF 98.13% 98.13%
09/07/2024 66.18% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,127 CHF 10,063 CHF 99.12% 99.12%
08/07/2024 95.69% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,483 CHF 7,742 CHF 99.11% 99.11%
05/07/2024 86.69% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,581 CHF 8,291 CHF 98.72% 98.72%
04/07/2024 - 0.01 CHF 0.02 CHF 1,000,000 500,000 0 0 0 CHF 0 CHF 0.00% 98.78%
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 56.48% 99.07%
02/07/2024 66.40% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,098 CHF 10,049 CHF 99.17% 99.17%

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