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 150.30% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,708 CHF 5,854 CHF 99.57% 99.57%
12/07/2024 104.03% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,644 CHF 7,322 CHF 99.49% 99.49%
11/07/2024 93.39% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,729 CHF 7,865 CHF 99.28% 99.28%
10/07/2024 78.07% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,823 CHF 8,912 CHF 99.37% 99.37%
09/07/2024 67.58% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,833 CHF 9,917 CHF 99.55% 99.55%
08/07/2024 66.78% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,089 CHF 10,044 CHF 99.25% 99.25%
05/07/2024 64.88% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,499 CHF 10,250 CHF 99.56% 99.56%
04/07/2024 67.79% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,779 CHF 9,890 CHF 99.58% 99.58%
03/07/2024 59.60% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,792 CHF 10,896 CHF 99.53% 99.53%
02/07/2024 49.66% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 15,161 CHF 12,581 CHF 99.58% 99.58%

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