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 18.55% 0.05 CHF 0.06 CHF 1,691,600 1,691,600 1,693,590 1,693,590 82,956 CHF 99,892 CHF 100.00% 100.00%
12/07/2024 22.22% 0.04 CHF 0.05 CHF 1,474,100 1,474,100 1,474,100 1,474,100 58,980 CHF 73,721 CHF 100.00% 100.00%
11/07/2024 21.32% 0.04 CHF 0.05 CHF 1,286,600 1,286,600 1,294,010 1,294,010 54,406 CHF 67,346 CHF 99.82% 99.82%
10/07/2024 18.18% 0.05 CHF 0.06 CHF 1,216,800 1,216,800 1,216,800 1,216,800 60,840 CHF 73,008 CHF 100.00% 100.00%
09/07/2024 18.76% 0.05 CHF 0.06 CHF 1,228,900 1,228,900 1,227,540 1,227,540 59,554 CHF 71,843 CHF 99.73% 99.73%
08/07/2024 18.43% 0.05 CHF 0.06 CHF 1,353,500 1,353,500 1,353,500 1,353,500 66,734 CHF 80,269 CHF 100.00% 100.00%
05/07/2024 19.99% 0.05 CHF 0.06 CHF 1,419,000 1,419,000 1,391,370 1,391,370 62,703 CHF 76,617 CHF 99.81% 99.81%
04/07/2024 20.31% 0.05 CHF 0.06 CHF 1,451,100 1,451,100 1,437,380 1,437,380 63,714 CHF 78,088 CHF 100.00% 100.00%
03/07/2024 20.83% 0.05 CHF 0.06 CHF 1,469,800 1,469,800 1,439,120 1,439,120 62,076 CHF 76,467 CHF 100.00% 100.00%
02/07/2024 20.23% 0.05 CHF 0.06 CHF 1,379,100 1,379,100 1,390,300 1,390,300 61,845 CHF 75,748 CHF 100.00% 100.00%

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