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 140.16% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,211 CHF 6,106 CHF 99.71% 99.71%
12/07/2024 89.13% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 6,321 CHF 8,161 CHF 97.78% 97.78%
11/07/2024 60.16% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,837 CHF 10,918 CHF 99.35% 99.35%
10/07/2024 60.77% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,529 CHF 10,765 CHF 94.57% 94.57%
09/07/2024 74.04% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,632 CHF 9,316 CHF 99.14% 99.14%
08/07/2024 103.19% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,969 CHF 7,484 CHF 98.89% 98.89%
05/07/2024 86.09% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,815 CHF 8,408 CHF 99.60% 99.60%
04/07/2024 90.73% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,025 CHF 8,013 CHF 99.58% 99.58%
03/07/2024 79.79% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,565 CHF 8,783 CHF 99.42% 99.42%
02/07/2024 69.60% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,397 CHF 9,699 CHF 99.57% 99.57%

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