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 66.67% 0.01 CHF 0.01 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 14.13% 99.66%
12/07/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 60.72% 99.01%
11/07/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 69.93% 99.08%
10/07/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 95.18% 100.00%
09/07/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 100.00% 100.00%
08/07/2024 63.73% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,550 CHF 2,110 CHF 99.07% 99.07%
05/07/2024 56.98% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 6,817 CHF 2,363 CHF 95.97% 95.97%
04/07/2024 66.33% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,063 CHF 2,013 CHF 98.18% 98.18%
03/07/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 99.99% 99.99%
02/07/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 96.10% 100.00%

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