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 56.47% 0.01 CHF 0.02 CHF 69,000 69,000 14,346 14,346 559 CHF 905 CHF 24.64% 76.91%
12/07/2024 - 0.05 CHF - CHF 70,000 0 0 0 0 CHF 0 CHF 0.00% 99.99%
11/07/2024 - 0.05 CHF - CHF 70,000 0 0 0 0 CHF 0 CHF 0.00% 99.99%
10/07/2024 - 0.12 CHF - CHF 70,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
09/07/2024 8.69% 0.18 CHF 0.19 CHF 72,000 72,000 32,284 32,284 6,242 CHF 6,696 CHF 99.80% 100.00%
08/07/2024 9.01% 0.14 CHF 0.15 CHF 71,000 71,000 21,551 21,551 4,195 CHF 4,577 CHF 78.74% 99.97%
05/07/2024 9.82% 0.23 CHF 0.24 CHF 72,000 72,000 32,245 32,245 5,932 CHF 6,386 CHF 99.90% 99.90%
04/07/2024 10.99% 0.14 CHF 0.16 CHF 29,000 29,000 23,158 23,158 3,470 CHF 3,866 CHF 99.60% 99.60%
03/07/2024 8.80% 0.17 CHF 0.18 CHF 71,000 71,000 32,039 32,039 5,621 CHF 6,073 CHF 100.00% 100.00%
02/07/2024 7.13% 0.23 CHF 0.24 CHF 72,000 72,000 32,268 32,268 7,246 CHF 7,700 CHF 99.98% 99.98%

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