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 - - CHF 0.02 CHF 0 1,000,000 0 0 0 CHF 0 CHF 0.00% 100.00%
12/07/2024 163.64% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 2,000 CHF 20,000 CHF 77.22% 99.85%
11/07/2024 163.64% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 2,000 CHF 20,000 CHF 71.51% 71.51%
10/07/2024 163.64% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 2,000 CHF 20,000 CHF 99.38% 99.38%
09/07/2024 163.76% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 996,352 996,352 1,993 CHF 19,993 CHF 100.00% 100.00%
08/07/2024 161.39% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 998,274 998,274 2,149 CHF 19,997 CHF 100.00% 100.00%
05/07/2024 133.33% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 4,000 CHF 20,000 CHF 99.56% 99.56%
04/07/2024 133.33% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 4,000 CHF 20,000 CHF 100.00% 100.00%
03/07/2024 94.45% 0.00 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 7,219 CHF 20,000 CHF 99.77% 99.77%
02/07/2024 65.99% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 10,173 CHF 20,173 CHF 99.94% 99.94%

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