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 3,000,000 1,500,000 2,921,850 1,460,920 58,437 CHF 43,828 CHF 100.00% 100.00%
12/07/2024 40.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,920 1,460,960 58,438 CHF 43,829 CHF 100.00% 100.00%
11/07/2024 40.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,860 1,460,930 58,437 CHF 43,828 CHF 100.00% 100.00%
10/07/2024 39.94% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,690 1,460,840 58,570 CHF 43,893 CHF 99.83% 99.83%
09/07/2024 40.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,820 1,460,910 58,436 CHF 43,827 CHF 100.00% 100.00%
08/07/2024 40.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,924,920 1,462,460 58,498 CHF 43,874 CHF 99.68% 99.68%
05/07/2024 40.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,530 1,460,770 58,431 CHF 43,823 CHF 99.64% 99.64%
04/07/2024 40.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,830 1,460,910 58,437 CHF 43,827 CHF 100.00% 100.00%
03/07/2024 40.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,830 1,460,910 58,437 CHF 43,827 CHF 100.00% 100.00%
02/07/2024 40.00% 0.02 CHF 0.03 CHF 3,000,000 1,500,000 2,921,820 1,460,910 58,436 CHF 43,827 CHF 100.00% 100.00%

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