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 43.26% 0.02 CHF 0.03 CHF 300,000 300,000 299,427 299,427 5,462 CHF 8,460 CHF 100.00% 100.00%
12/07/2024 37.84% 0.02 CHF 0.03 CHF 300,000 300,000 299,444 299,444 6,461 CHF 9,459 CHF 100.00% 100.00%
11/07/2024 40.41% 0.02 CHF 0.03 CHF 300,000 300,000 299,435 299,435 5,952 CHF 8,950 CHF 99.65% 100.00%
10/07/2024 40.20% 0.02 CHF 0.03 CHF 300,000 300,000 299,440 299,440 5,987 CHF 8,985 CHF 100.00% 100.00%
09/07/2024 43.87% 0.02 CHF 0.03 CHF 300,000 300,000 298,474 298,474 5,371 CHF 8,369 CHF 100.00% 100.00%
08/07/2024 41.59% 0.02 CHF 0.03 CHF 300,000 300,000 298,943 298,943 5,754 CHF 8,752 CHF 100.00% 100.00%
05/07/2024 38.34% 0.02 CHF 0.03 CHF 300,000 300,000 299,430 299,430 6,364 CHF 9,362 CHF 96.89% 96.89%
04/07/2024 39.59% 0.02 CHF 0.03 CHF 150,000 150,000 266,894 266,894 5,398 CHF 8,069 CHF 100.00% 100.00%
03/07/2024 43.02% 0.02 CHF 0.03 CHF 300,000 300,000 299,437 299,437 5,505 CHF 8,503 CHF 98.65% 98.65%
02/07/2024 40.06% 0.02 CHF 0.03 CHF 300,000 300,000 299,447 299,447 6,023 CHF 9,021 CHF 100.00% 100.00%

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