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 34.52% 0.03 CHF 0.04 CHF 300,000 300,000 135,275 135,275 3,283 CHF 4,641 CHF 100.00% 100.00%
12/07/2024 35.03% 0.02 CHF 0.03 CHF 300,000 300,000 135,227 135,227 3,217 CHF 4,576 CHF 100.00% 100.00%
11/07/2024 38.84% 0.02 CHF 0.03 CHF 300,000 300,000 136,992 136,992 3,111 CHF 4,487 CHF 100.00% 100.00%
10/07/2024 39.27% 0.02 CHF 0.03 CHF 310,000 310,000 136,967 136,967 2,835 CHF 4,210 CHF 100.00% 100.00%
09/07/2024 40.71% 0.02 CHF 0.03 CHF 300,000 300,000 137,002 137,002 2,748 CHF 4,126 CHF 100.00% 100.00%
08/07/2024 38.29% 0.02 CHF 0.03 CHF 310,000 310,000 136,733 136,733 2,900 CHF 4,275 CHF 99.73% 99.73%
05/07/2024 38.46% 0.02 CHF 0.03 CHF 300,000 300,000 135,388 135,388 2,863 CHF 4,223 CHF 100.00% 100.00%
04/07/2024 37.00% 0.02 CHF 0.03 CHF 120,000 120,000 98,732 98,732 2,174 CHF 3,162 CHF 100.00% 100.00%
03/07/2024 40.72% 0.02 CHF 0.03 CHF 300,000 300,000 135,266 135,266 2,714 CHF 4,072 CHF 100.00% 100.00%
02/07/2024 44.92% 0.02 CHF 0.03 CHF 300,000 300,000 136,987 136,987 2,542 CHF 3,918 CHF 99.88% 99.88%

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