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 67.22% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,971,910 2,971,910 29,719 CHF 59,501 CHF 100.00% 100.00%
12/07/2024 67.23% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,938,880 2,938,880 29,389 CHF 58,845 CHF 100.00% 100.00%
11/07/2024 67.22% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,971,880 2,971,880 29,719 CHF 59,500 CHF 100.00% 100.00%
10/07/2024 67.22% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,971,870 2,971,870 29,719 CHF 59,500 CHF 100.00% 100.00%
09/07/2024 67.22% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,971,880 2,971,880 29,719 CHF 59,500 CHF 100.00% 100.00%
08/07/2024 83.29% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,971,840 2,971,840 22,613 CHF 52,394 CHF 100.00% 100.00%
05/07/2024 67.22% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,971,770 2,971,770 29,718 CHF 59,498 CHF 100.00% 100.00%
04/07/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 3,000,000 3,000,000 30,000 CHF 60,000 CHF 100.00% 100.00%
03/07/2024 67.26% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,969,940 2,969,940 29,699 CHF 59,466 CHF 93.58% 96.93%
02/07/2024 67.22% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,971,880 2,971,880 29,719 CHF 59,500 CHF 100.00% 100.00%

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