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 19.73% 0.05 CHF 0.06 CHF 1,400,300 1,400,300 613,225 613,225 28,720 CHF 34,922 CHF 100.00% 100.00%
12/07/2024 14.65% 0.06 CHF 0.07 CHF 1,257,700 1,257,700 545,859 545,859 34,850 CHF 40,319 CHF 100.00% 100.00%
11/07/2024 15.44% 0.07 CHF 0.08 CHF 1,319,500 1,319,500 590,199 590,199 36,621 CHF 42,534 CHF 100.00% 100.00%
10/07/2024 16.87% 0.06 CHF 0.07 CHF 1,464,500 1,464,500 641,693 641,693 35,930 CHF 42,359 CHF 100.00% 100.00%
09/07/2024 22.52% 0.05 CHF 0.06 CHF 1,913,200 1,913,200 897,567 897,567 36,109 CHF 45,102 CHF 100.00% 100.00%
08/07/2024 23.07% 0.04 CHF 0.05 CHF 1,946,100 1,946,100 870,954 870,954 33,050 CHF 41,776 CHF 100.00% 100.00%
05/07/2024 22.79% 0.04 CHF 0.05 CHF 1,872,500 1,872,500 837,431 837,431 32,728 CHF 41,118 CHF 100.00% 100.00%
04/07/2024 22.22% 0.04 CHF 0.05 CHF 729,300 729,300 583,922 583,922 23,357 CHF 29,196 CHF 100.00% 100.00%
03/07/2024 22.63% 0.04 CHF 0.05 CHF 2,016,100 2,016,100 918,966 918,966 36,759 CHF 45,978 CHF 99.80% 99.80%
02/07/2024 25.36% 0.04 CHF 0.05 CHF 2,172,400 2,172,400 972,314 972,314 34,031 CHF 43,772 CHF 100.00% 100.00%

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