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 22.22% 0.04 CHF 0.05 CHF 1,819,100 1,819,100 1,819,100 1,819,100 72,764 CHF 90,955 CHF 100.00% 100.00%
12/07/2024 22.22% 0.04 CHF 0.05 CHF 1,875,700 1,875,700 1,875,700 1,875,700 75,028 CHF 93,785 CHF 100.00% 100.00%
11/07/2024 22.22% 0.04 CHF 0.05 CHF 1,817,800 1,817,800 1,817,800 1,817,800 72,712 CHF 90,890 CHF 99.83% 99.83%
10/07/2024 22.22% 0.04 CHF 0.05 CHF 1,876,900 1,876,900 1,879,500 1,879,500 75,180 CHF 93,975 CHF 100.00% 100.00%
09/07/2024 21.10% 0.04 CHF 0.05 CHF 1,712,200 1,712,200 1,712,200 1,712,200 72,800 CHF 89,922 CHF 99.73% 99.73%
08/07/2024 20.00% 0.05 CHF 0.06 CHF 1,687,500 1,687,500 1,687,500 1,687,500 75,938 CHF 92,813 CHF 100.00% 100.00%
05/07/2024 19.96% 0.05 CHF 0.06 CHF 1,693,600 1,693,600 1,636,020 1,636,020 73,777 CHF 90,137 CHF 99.81% 99.81%
04/07/2024 20.00% 0.05 CHF 0.06 CHF 1,702,600 1,702,600 1,702,600 1,702,600 76,617 CHF 93,643 CHF 100.00% 100.00%
03/07/2024 20.25% 0.05 CHF 0.06 CHF 1,850,900 1,850,900 1,850,900 1,850,900 82,242 CHF 100,751 CHF 100.00% 100.00%
02/07/2024 22.28% 0.04 CHF 0.05 CHF 1,860,300 1,860,300 1,929,050 1,929,050 76,970 CHF 96,260 CHF 100.00% 100.00%

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