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 92.48% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 4,066 CHF 11,000 CHF 100.00% 100.00%
12/07/2024 43.19% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 9,295 CHF 14,295 CHF 100.00% 100.00%
11/07/2024 53.32% 0.02 CHF 0.03 CHF 500,000 500,000 500,000 500,000 6,946 CHF 11,953 CHF 71.59% 71.59%
10/07/2024 51.84% 0.02 CHF 0.03 CHF 500,000 500,000 500,000 500,000 7,359 CHF 12,410 CHF 100.00% 100.00%
09/07/2024 40.22% 0.02 CHF 0.03 CHF 500,000 500,000 498,861 498,861 9,995 CHF 14,995 CHF 100.00% 100.00%
08/07/2024 26.32% 0.03 CHF 0.04 CHF 500,000 500,000 499,126 499,126 16,656 CHF 21,656 CHF 100.00% 100.00%
05/07/2024 13.77% 0.08 CHF 0.09 CHF 500,000 500,000 500,000 500,000 33,908 CHF 38,908 CHF 99.96% 99.96%
04/07/2024 15.19% 0.07 CHF 0.08 CHF 500,000 500,000 500,000 500,000 30,533 CHF 35,533 CHF 100.00% 100.00%
03/07/2024 14.78% 0.06 CHF 0.07 CHF 500,000 500,000 500,000 500,000 31,572 CHF 36,572 CHF 100.00% 100.00%
02/07/2024 9.59% 0.08 CHF 0.09 CHF 500,000 500,000 500,000 500,000 49,907 CHF 54,907 CHF 99.99% 99.99%

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