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 16.77% 0.06 CHF 0.07 CHF 3,000,000 3,000,000 1,580,980 1,580,980 88,996 CHF 104,839 CHF 99.97% 99.97%
12/07/2024 15.89% 0.05 CHF 0.06 CHF 3,000,000 3,000,000 1,603,930 1,603,930 93,369 CHF 109,440 CHF 100.00% 100.00%
11/07/2024 17.01% 0.06 CHF 0.07 CHF 3,000,000 3,000,000 1,632,660 1,632,660 90,528 CHF 106,964 CHF 99.99% 99.99%
10/07/2024 15.09% 0.06 CHF 0.07 CHF 3,000,000 3,000,000 1,481,730 1,481,730 90,530 CHF 105,400 CHF 100.00% 100.00%
09/07/2024 15.14% 0.07 CHF 0.08 CHF 3,000,000 3,000,000 1,511,790 1,511,790 95,735 CHF 110,898 CHF 99.74% 99.74%
08/07/2024 13.45% 0.07 CHF 0.08 CHF 3,000,000 3,000,000 1,373,130 1,373,130 96,493 CHF 110,251 CHF 100.00% 100.00%
05/07/2024 10.92% 0.08 CHF 0.09 CHF 2,574,000 2,574,000 1,153,930 1,153,930 98,447 CHF 110,024 CHF 99.38% 99.38%
04/07/2024 10.28% 0.10 CHF 0.11 CHF 942,500 942,500 800,573 800,573 73,804 CHF 81,810 CHF 97.60% 97.60%
03/07/2024 10.36% 0.10 CHF 0.11 CHF 2,728,300 2,728,300 1,184,910 1,184,910 111,138 CHF 123,005 CHF 99.03% 99.03%
02/07/2024 8.58% 0.11 CHF 0.12 CHF 2,244,500 2,244,500 976,694 976,694 109,603 CHF 119,386 CHF 100.00% 100.00%

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