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 68.52% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 9,722 CHF 4,931 CHF 99.06% 99.06%
12/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 98.81% 98.81%
11/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,114 250,000 9,921 CHF 5,000 CHF 97.56% 97.56%
10/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 95.15% 95.15%
09/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 98.69% 98.69%
08/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 988,185 250,000 9,882 CHF 5,000 CHF 98.58% 98.58%
05/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.17% 99.17%
04/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.18% 99.18%
03/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 98.45% 98.45%
02/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 98.84% 98.84%

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