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 0.52% 1.91 CHF 1.92 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,924,750 CHF 1,934,750 CHF 100.00% 100.00%
12/07/2024 0.51% 1.93 CHF 1.94 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,946,380 CHF 1,956,380 CHF 99.85% 99.85%
11/07/2024 0.51% 1.95 CHF 1.96 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,967,400 CHF 1,977,400 CHF 71.50% 71.50%
10/07/2024 0.50% 2.01 CHF 2.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 2,011,580 CHF 2,021,580 CHF 99.38% 99.38%
09/07/2024 0.50% 2.03 CHF 2.04 CHF 1,000,000 1,000,000 998,916 998,916 2,011,710 CHF 2,021,710 CHF 100.00% 100.00%
08/07/2024 0.50% 2.00 CHF 2.01 CHF 1,000,000 1,000,000 1,000,000 1,000,000 1,993,230 CHF 2,003,230 CHF 100.00% 100.00%
05/07/2024 0.50% 2.01 CHF 2.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 2,009,960 CHF 2,019,960 CHF 99.56% 99.56%
04/07/2024 0.49% 2.02 CHF 2.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 2,039,150 CHF 2,049,150 CHF 100.00% 100.00%
03/07/2024 0.48% 2.03 CHF 2.04 CHF 1,000,000 1,000,000 1,000,000 1,000,000 2,069,090 CHF 2,079,090 CHF 99.77% 99.77%
02/07/2024 0.47% 2.10 CHF 2.11 CHF 1,000,000 1,000,000 1,000,000 1,000,000 2,115,190 CHF 2,125,190 CHF 99.96% 99.96%

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