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 163.95% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,964,530 2,964,530 2,965 CHF 29,765 CHF 98.75% 98.75%
12/07/2024 163.90% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,969,180 2,969,180 2,969 CHF 29,772 CHF 99.75% 99.75%
11/07/2024 164.05% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,955,070 2,955,070 2,955 CHF 29,758 CHF 99.98% 99.98%
10/07/2024 163.92% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,967,150 2,967,150 2,967 CHF 29,770 CHF 100.00% 100.00%
09/07/2024 163.91% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,968,320 2,968,320 2,968 CHF 29,770 CHF 99.14% 99.14%
08/07/2024 163.91% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,968,290 2,968,290 2,968 CHF 29,770 CHF 100.00% 100.00%
05/07/2024 163.87% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,971,560 2,971,560 2,972 CHF 29,772 CHF 99.28% 99.28%
04/07/2024 163.64% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 3,000,000 3,000,000 3,000 CHF 30,000 CHF 95.27% 95.27%
03/07/2024 140.48% 0.00 CHF 0.01 CHF 3,000,000 3,000,000 2,832,990 2,832,990 6,967 CHF 33,577 CHF 96.23% 96.23%
02/07/2024 100.68% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,750,520 2,750,520 13,753 CHF 41,396 CHF 99.17% 99.17%

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