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 50.00% 0.02 CHF 0.03 CHF 2,445,400 2,445,400 2,359,280 2,359,280 35,389 CHF 58,982 CHF 100.00% 100.00%
12/07/2024 50.00% 0.02 CHF 0.03 CHF 2,425,600 2,425,600 2,363,080 2,363,080 35,446 CHF 59,077 CHF 100.00% 100.00%
11/07/2024 50.00% 0.02 CHF 0.03 CHF 2,507,000 2,507,000 2,442,480 2,442,480 36,637 CHF 61,062 CHF 100.00% 100.00%
10/07/2024 50.00% 0.02 CHF 0.03 CHF 2,575,800 2,575,800 2,512,300 2,512,300 37,685 CHF 62,808 CHF 100.00% 100.00%
09/07/2024 50.00% 0.02 CHF 0.03 CHF 2,614,300 2,614,300 2,542,260 2,542,260 38,134 CHF 63,557 CHF 100.00% 100.00%
08/07/2024 50.00% 0.02 CHF 0.03 CHF 2,419,000 2,419,000 2,355,960 2,355,960 35,340 CHF 58,899 CHF 100.00% 100.00%
05/07/2024 49.75% 0.02 CHF 0.03 CHF 2,094,300 2,094,300 2,007,210 2,007,210 30,367 CHF 50,439 CHF 99.81% 99.81%
04/07/2024 40.00% 0.02 CHF 0.03 CHF 2,130,500 2,130,500 2,074,710 2,074,710 41,494 CHF 62,241 CHF 99.49% 99.49%
03/07/2024 48.16% 0.02 CHF 0.03 CHF 2,573,100 2,573,100 2,515,430 2,515,430 40,093 CHF 65,248 CHF 99.35% 99.35%
02/07/2024 50.00% 0.02 CHF 0.03 CHF 2,443,000 2,443,000 2,373,040 2,373,040 35,596 CHF 59,326 CHF 100.00% 100.00%

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