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
25/07/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 10,000 CHF 20,000 CHF 0.07% 99.49%
24/07/2024 71.43% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 9,000 CHF 19,000 CHF 0.04% 99.55%
23/07/2024 76.92% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 8,000 CHF 18,000 CHF 0.01% 99.47%
22/07/2024 83.33% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 7,000 CHF 17,000 CHF 0.02% 99.55%
19/07/2024 - 0.01 CHF - CHF 1,000,000 0 0 0 0 CHF 0 CHF 0.00% 98.91%
18/07/2024 71.43% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 9,000 CHF 19,000 CHF 0.05% 99.55%
17/07/2024 71.43% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 9,000 CHF 19,000 CHF 0.02% 99.37%
16/07/2024 76.92% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 8,000 CHF 18,000 CHF 0.02% 99.56%
15/07/2024 83.33% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 7,000 CHF 17,000 CHF 0.03% 99.51%
12/07/2024 83.33% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 7,000 CHF 17,000 CHF 0.03% 99.56%

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