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 25.25% 0.04 CHF 0.05 CHF 1,356,500 1,356,500 1,352,610 1,352,610 46,896 CHF 60,422 CHF 99.44% 99.44%
12/07/2024 22.39% 0.04 CHF 0.05 CHF 1,296,000 1,296,000 1,301,230 1,301,230 51,644 CHF 64,656 CHF 100.00% 100.00%
11/07/2024 24.47% 0.04 CHF 0.05 CHF 1,430,900 1,430,900 1,440,320 1,440,320 51,787 CHF 66,190 CHF 99.83% 99.83%
10/07/2024 25.00% 0.04 CHF 0.05 CHF 1,508,000 1,508,000 1,509,840 1,509,840 52,844 CHF 67,943 CHF 100.00% 100.00%
09/07/2024 25.00% 0.04 CHF 0.05 CHF 1,472,600 1,472,600 1,449,640 1,449,640 50,732 CHF 65,229 CHF 99.74% 99.74%
08/07/2024 25.00% 0.04 CHF 0.05 CHF 1,376,500 1,376,500 1,370,820 1,370,820 47,979 CHF 61,687 CHF 100.00% 100.00%
05/07/2024 25.00% 0.04 CHF 0.05 CHF 1,430,000 1,430,000 1,442,420 1,442,420 50,485 CHF 64,909 CHF 99.81% 99.81%
04/07/2024 25.00% 0.04 CHF 0.05 CHF 1,488,600 1,488,600 1,504,540 1,504,540 52,659 CHF 67,705 CHF 100.00% 100.00%
03/07/2024 28.16% 0.04 CHF 0.05 CHF 1,588,400 1,588,400 1,603,070 1,603,070 49,004 CHF 65,035 CHF 100.00% 100.00%
02/07/2024 28.57% 0.03 CHF 0.04 CHF 1,545,200 1,545,200 1,538,360 1,538,360 46,151 CHF 61,535 CHF 100.00% 100.00%

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