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 28.55% 0.03 CHF 0.04 CHF 2,000,300 2,000,300 1,992,070 1,992,070 59,847 CHF 79,768 CHF 100.00% 100.00%
12/07/2024 25.19% 0.03 CHF 0.04 CHF 1,581,400 1,581,400 1,603,090 1,603,090 55,678 CHF 71,709 CHF 100.00% 100.00%
11/07/2024 20.69% 0.04 CHF 0.05 CHF 1,358,000 1,358,000 1,352,400 1,352,400 58,740 CHF 72,264 CHF 99.83% 99.83%
10/07/2024 18.47% 0.05 CHF 0.06 CHF 1,071,900 1,071,900 1,087,330 1,087,330 53,606 CHF 64,480 CHF 100.00% 100.00%
09/07/2024 17.63% 0.06 CHF 0.07 CHF 1,245,100 1,245,100 1,234,690 1,234,690 64,004 CHF 76,350 CHF 99.74% 99.74%
08/07/2024 18.82% 0.05 CHF 0.06 CHF 1,269,600 1,269,600 1,265,400 1,265,400 61,043 CHF 73,697 CHF 100.00% 100.00%
05/07/2024 19.47% 0.05 CHF 0.06 CHF 1,229,100 1,229,100 1,224,020 1,224,020 56,883 CHF 69,124 CHF 99.81% 99.81%
04/07/2024 17.17% 0.05 CHF 0.06 CHF 1,159,500 1,159,500 1,203,160 1,203,160 64,184 CHF 76,215 CHF 100.00% 100.00%
03/07/2024 17.27% 0.05 CHF 0.06 CHF 1,106,000 1,106,000 1,087,520 1,087,520 57,692 CHF 68,567 CHF 100.00% 100.00%
02/07/2024 15.42% 0.06 CHF 0.07 CHF 1,268,200 1,268,200 1,264,150 1,264,150 75,906 CHF 88,548 CHF 99.42% 99.42%

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