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 25.42% 0.04 CHF 0.05 CHF 1,915,800 1,915,800 939,917 939,917 32,795 CHF 42,208 CHF 99.06% 99.06%
12/07/2024 32.15% 0.04 CHF 0.05 CHF 2,298,600 2,298,600 1,167,070 1,167,070 33,345 CHF 45,040 CHF 100.00% 100.00%
11/07/2024 23.60% 0.03 CHF 0.04 CHF 1,724,000 1,724,000 808,296 808,296 30,144 CHF 38,283 CHF 100.00% 100.00%
10/07/2024 23.68% 0.04 CHF 0.05 CHF 1,728,000 1,728,000 844,453 844,453 32,141 CHF 40,618 CHF 100.00% 100.00%
09/07/2024 22.42% 0.04 CHF 0.05 CHF 2,037,700 2,037,700 967,790 967,790 37,427 CHF 47,120 CHF 98.82% 98.82%
08/07/2024 33.45% 0.03 CHF 0.04 CHF 2,857,700 2,857,700 1,390,530 1,390,530 37,949 CHF 52,024 CHF 100.00% 100.00%
05/07/2024 49.85% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,604,660 1,604,660 25,095 CHF 41,167 CHF 98.96% 98.96%
04/07/2024 50.00% 0.02 CHF 0.03 CHF 1,229,200 1,229,200 1,229,200 1,229,200 18,438 CHF 30,730 CHF 99.44% 99.44%
03/07/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,638,680 1,638,680 24,580 CHF 40,994 CHF 99.64% 99.64%
02/07/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,736,240 1,736,240 26,044 CHF 43,435 CHF 100.00% 100.00%

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