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 38.22% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 3,000,000 3,000,000 64,011 CHF 94,011 CHF 100.00% 100.00%
12/07/2024 33.40% 0.02 CHF 0.03 CHF 2,821,500 2,821,500 2,821,500 2,821,500 70,505 CHF 98,720 CHF 100.00% 100.00%
11/07/2024 31.34% 0.03 CHF 0.04 CHF 2,612,000 2,612,000 2,612,000 2,612,000 70,774 CHF 96,894 CHF 99.83% 99.83%
10/07/2024 28.56% 0.03 CHF 0.04 CHF 2,407,100 2,407,100 2,407,100 2,407,100 72,259 CHF 96,330 CHF 99.14% 99.14%
09/07/2024 28.61% 0.03 CHF 0.04 CHF 2,511,600 2,511,600 2,509,260 2,509,260 75,298 CHF 100,414 CHF 99.73% 99.73%
08/07/2024 28.57% 0.03 CHF 0.04 CHF 2,310,100 2,310,100 2,310,100 2,310,100 69,303 CHF 92,404 CHF 100.00% 100.00%
05/07/2024 28.57% 0.03 CHF 0.04 CHF 2,640,800 2,640,800 2,640,800 2,640,800 79,224 CHF 105,632 CHF 99.80% 99.80%
04/07/2024 28.57% 0.03 CHF 0.04 CHF 2,537,700 2,537,700 2,537,700 2,537,700 76,131 CHF 101,508 CHF 100.00% 100.00%
03/07/2024 28.57% 0.03 CHF 0.04 CHF 2,302,000 2,302,000 2,302,000 2,302,000 69,060 CHF 92,080 CHF 100.00% 100.00%
02/07/2024 25.95% 0.04 CHF 0.05 CHF 2,552,100 2,552,100 2,552,100 2,552,100 85,914 CHF 111,435 CHF 100.00% 100.00%

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