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 11.65% 0.08 CHF 0.09 CHF 1,264,200 1,264,200 1,264,200 1,264,200 102,472 CHF 115,114 CHF 100.00% 100.00%
12/07/2024 13.04% 0.08 CHF 0.09 CHF 1,357,500 1,357,500 1,376,250 1,376,250 98,686 CHF 112,449 CHF 100.00% 100.00%
11/07/2024 13.98% 0.07 CHF 0.08 CHF 1,524,700 1,524,700 1,524,700 1,524,700 101,535 CHF 116,782 CHF 100.00% 100.00%
10/07/2024 16.32% 0.07 CHF 0.08 CHF 1,712,700 1,712,700 1,712,760 1,712,760 96,578 CHF 113,705 CHF 100.00% 100.00%
09/07/2024 16.67% 0.06 CHF 0.07 CHF 1,814,800 1,814,800 1,790,440 1,790,440 98,517 CHF 116,424 CHF 99.73% 99.73%
08/07/2024 17.77% 0.05 CHF 0.06 CHF 1,833,700 1,833,700 1,833,700 1,833,700 94,151 CHF 112,488 CHF 99.31% 99.31%
05/07/2024 16.90% 0.05 CHF 0.06 CHF 1,827,700 1,827,700 1,803,700 1,803,700 97,812 CHF 115,849 CHF 100.00% 100.00%
04/07/2024 18.57% 0.05 CHF 0.06 CHF 1,690,400 1,690,400 1,690,400 1,690,400 82,697 CHF 99,601 CHF 99.65% 99.65%
03/07/2024 15.64% 0.06 CHF 0.07 CHF 1,518,900 1,518,900 1,519,440 1,519,440 89,674 CHF 104,868 CHF 100.00% 100.00%
02/07/2024 15.35% 0.06 CHF 0.07 CHF 1,449,900 1,449,900 1,449,900 1,449,900 87,221 CHF 101,720 CHF 100.00% 100.00%

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