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 69.33% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,630,930 2,630,930 25,376 CHF 51,761 CHF 100.00% 100.00%
12/07/2024 51.64% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,626,960 2,626,960 38,419 CHF 64,759 CHF 100.00% 100.00%
11/07/2024 67.31% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,714,530 2,714,530 27,145 CHF 54,393 CHF 100.00% 100.00%
10/07/2024 65.95% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,729,640 2,729,640 28,490 CHF 55,872 CHF 100.00% 100.00%
09/07/2024 67.22% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,750,940 2,750,940 27,509 CHF 55,081 CHF 100.00% 100.00%
08/07/2024 67.22% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,755,220 2,755,220 27,554 CHF 55,169 CHF 100.00% 100.00%
05/07/2024 50.70% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,953,390 2,953,390 44,256 CHF 73,917 CHF 100.00% 100.00%
04/07/2024 61.75% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,924,100 2,924,100 33,670 CHF 62,934 CHF 100.00% 100.00%
03/07/2024 67.84% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,931,520 2,931,520 29,315 CHF 58,973 CHF 99.88% 99.88%
02/07/2024 67.30% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,968,410 2,968,410 29,684 CHF 59,465 CHF 100.00% 100.00%

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