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 2,971,920 2,971,920 44,579 CHF 74,360 CHF 100.00% 100.00%
12/07/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,971,900 2,971,900 44,579 CHF 74,360 CHF 100.00% 100.00%
11/07/2024 65.14% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,971,880 2,971,880 31,590 CHF 61,371 CHF 99.99% 99.99%
10/07/2024 66.81% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,971,870 2,971,870 30,092 CHF 59,873 CHF 100.00% 100.00%
09/07/2024 67.22% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,971,900 2,971,900 29,719 CHF 59,501 CHF 100.00% 100.00%
08/07/2024 67.22% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,971,780 2,971,780 29,718 CHF 59,498 CHF 100.00% 100.00%
05/07/2024 66.40% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,971,810 2,971,810 30,293 CHF 60,074 CHF 100.00% 100.00%
04/07/2024 64.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 3,000,000 3,000,000 31,932 CHF 61,932 CHF 100.00% 100.00%
03/07/2024 50.54% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,970,920 2,970,920 44,564 CHF 74,338 CHF 96.78% 96.78%
02/07/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,971,890 2,971,890 44,578 CHF 74,360 CHF 100.00% 100.00%

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