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 22.19% 0.02 CHF 0.03 CHF 2,916,400 2,916,400 2,908,480 2,908,480 58,294 CHF 72,837 CHF 100.00% 100.00%
12/07/2024 22.22% 0.02 CHF 0.03 CHF 2,906,200 2,906,200 2,667,730 2,667,730 53,355 CHF 66,693 CHF 100.00% 100.00%
11/07/2024 22.18% 0.02 CHF 0.03 CHF 2,595,200 2,595,200 2,712,670 2,712,670 54,401 CHF 67,965 CHF 71.56% 71.56%
10/07/2024 22.22% 0.02 CHF 0.03 CHF 2,772,600 2,772,600 2,785,090 2,785,090 55,702 CHF 69,627 CHF 99.38% 99.38%
09/07/2024 22.22% 0.02 CHF 0.03 CHF 2,788,800 2,788,800 2,607,080 2,607,080 52,142 CHF 65,177 CHF 100.00% 100.00%
08/07/2024 19.41% 0.02 CHF 0.03 CHF 2,550,400 2,550,400 2,342,330 2,342,330 54,821 CHF 66,532 CHF 100.00% 100.00%
05/07/2024 18.66% 0.03 CHF 0.03 CHF 2,275,700 2,275,700 2,404,710 2,404,710 58,662 CHF 70,685 CHF 100.00% 100.00%
04/07/2024 18.66% 0.02 CHF 0.03 CHF 2,444,300 2,444,300 2,583,840 2,583,840 63,074 CHF 75,993 CHF 100.00% 100.00%
03/07/2024 21.61% 0.02 CHF 0.03 CHF 2,627,500 2,627,500 2,727,230 2,727,230 56,532 CHF 70,168 CHF 100.00% 100.00%
02/07/2024 22.22% 0.02 CHF 0.03 CHF 2,753,100 2,753,100 2,883,100 2,883,100 57,662 CHF 72,077 CHF 99.95% 99.95%

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