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 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,808,790 1,808,790 27,132 CHF 45,262 CHF 100.00% 100.00%
12/07/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,921,670 1,921,670 28,825 CHF 48,088 CHF 100.00% 100.00%
11/07/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,982,530 1,982,530 29,738 CHF 49,612 CHF 99.83% 99.83%
10/07/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,959,010 1,959,010 29,385 CHF 49,023 CHF 100.00% 100.00%
09/07/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,809,860 1,809,860 27,148 CHF 45,289 CHF 99.74% 99.74%
08/07/2024 42.44% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,696,510 1,696,510 30,987 CHF 47,990 CHF 100.00% 100.00%
05/07/2024 42.15% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,663,940 1,663,940 30,778 CHF 47,455 CHF 99.81% 99.81%
04/07/2024 40.00% 0.02 CHF 0.03 CHF 1,764,900 1,764,900 1,413,140 1,413,140 28,263 CHF 42,394 CHF 99.98% 99.98%
03/07/2024 40.48% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,635,530 1,635,530 32,711 CHF 49,102 CHF 99.98% 99.98%
02/07/2024 40.48% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,603,080 1,603,080 32,062 CHF 48,127 CHF 100.00% 100.00%

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