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 31.14% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,630 2,987,630 81,588 CHF 111,465 CHF 99.97% 99.97%
12/07/2024 29.46% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,630 2,987,630 86,816 CHF 116,693 CHF 100.00% 100.00%
11/07/2024 33.08% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,650 2,987,650 75,504 CHF 105,380 CHF 100.00% 100.00%
10/07/2024 33.33% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,650 2,987,650 74,691 CHF 104,568 CHF 100.00% 100.00%
09/07/2024 33.33% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,630 2,987,630 74,691 CHF 104,567 CHF 100.00% 100.00%
08/07/2024 31.68% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,630 2,987,630 79,897 CHF 109,773 CHF 100.00% 100.00%
05/07/2024 30.98% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,610 2,987,610 82,048 CHF 111,924 CHF 99.82% 99.82%
04/07/2024 33.33% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,580 2,987,580 74,689 CHF 104,565 CHF 99.50% 99.50%
03/07/2024 33.33% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,630 2,987,630 74,691 CHF 104,567 CHF 100.00% 100.00%
02/07/2024 33.33% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,630 2,987,630 74,691 CHF 104,567 CHF 100.00% 100.00%

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