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 12.45% 0.08 CHF 0.09 CHF 1,553,600 1,553,600 1,558,930 1,558,930 117,443 CHF 133,032 CHF 100.00% 100.00%
12/07/2024 16.67% 0.06 CHF 0.07 CHF 1,299,000 1,299,000 1,309,650 1,309,650 72,031 CHF 85,127 CHF 100.00% 100.00%
11/07/2024 16.64% 0.06 CHF 0.07 CHF 1,269,700 1,269,700 1,274,720 1,274,720 70,239 CHF 82,986 CHF 99.83% 99.83%
10/07/2024 15.38% 0.06 CHF 0.07 CHF 1,254,500 1,254,500 1,259,480 1,259,480 75,600 CHF 88,195 CHF 100.00% 100.00%
09/07/2024 15.99% 0.06 CHF 0.07 CHF 1,322,200 1,322,200 1,307,120 1,307,120 75,486 CHF 88,572 CHF 99.74% 99.74%
08/07/2024 16.63% 0.06 CHF 0.07 CHF 1,336,100 1,336,100 1,329,860 1,329,860 73,325 CHF 86,624 CHF 100.00% 100.00%
05/07/2024 17.46% 0.06 CHF 0.07 CHF 1,383,000 1,383,000 1,365,700 1,365,700 71,561 CHF 85,218 CHF 99.81% 99.81%
04/07/2024 16.67% 0.06 CHF 0.07 CHF 1,307,000 1,307,000 1,311,850 1,311,850 72,152 CHF 85,271 CHF 100.00% 100.00%
03/07/2024 16.16% 0.06 CHF 0.07 CHF 1,271,300 1,271,300 1,277,860 1,277,860 72,824 CHF 85,603 CHF 100.00% 100.00%
02/07/2024 15.38% 0.06 CHF 0.07 CHF 1,270,000 1,270,000 1,277,560 1,277,560 76,653 CHF 89,429 CHF 100.00% 100.00%

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