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 88.12% 0.02 CHF 0.03 CHF 500,000 500,000 187,693 187,693 2,734 CHF 5,391 CHF 98.67% 98.67%
12/07/2024 87.85% 0.02 CHF 0.03 CHF 500,000 500,000 186,849 186,849 2,790 CHF 5,441 CHF 99.63% 99.63%
11/07/2024 86.54% 0.02 CHF 0.03 CHF 500,000 500,000 195,425 195,425 2,986 CHF 5,702 CHF 90.68% 90.68%
10/07/2024 87.62% 0.02 CHF 0.03 CHF 500,000 500,000 187,828 187,828 2,827 CHF 5,485 CHF 97.64% 97.64%
09/07/2024 92.47% 0.01 CHF 0.02 CHF 500,000 500,000 189,873 189,873 1,905 CHF 4,580 CHF 96.26% 96.26%
08/07/2024 83.76% 0.01 CHF 0.02 CHF 500,000 500,000 294,851 294,851 2,949 CHF 6,410 CHF 44.41% 99.62%
05/07/2024 66.67% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 5,000 CHF 10,000 CHF 20.69% 95.76%
04/07/2024 - - CHF 0.02 CHF 0 100,000 0 0 0 CHF 0 CHF 0.00% 15.68%
03/07/2024 - - CHF 0.02 CHF 0 500,000 0 0 0 CHF 0 CHF 0.00% 99.63%
02/07/2024 - - CHF 0.02 CHF 0 500,000 0 0 0 CHF 0 CHF 0.00% 89.74%

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