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 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.61% 99.61%
12/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.60% 99.60%
11/07/2024 57.38% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 13,481 CHF 11,741 CHF 93.72% 93.72%
10/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 97.54% 97.54%
09/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.03% 99.03%
08/07/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.58% 99.58%
05/07/2024 28.68% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,905 CHF 19,953 CHF 89.83% 89.83%
04/07/2024 31.61% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 27,346 CHF 18,673 CHF 99.19% 99.19%
03/07/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 97.74% 97.74%
02/07/2024 28.18% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,620 CHF 20,310 CHF 95.41% 95.41%

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