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 0.31% 3.26 CHF 3.27 CHF 215,000 215,000 214,114 214,114 697,729 CHF 699,870 CHF 99.99% 99.99%
12/07/2024 0.31% 3.28 CHF 3.29 CHF 215,000 215,000 214,113 214,113 700,099 CHF 702,240 CHF 99.95% 99.95%
11/07/2024 0.31% 3.23 CHF 3.24 CHF 215,000 215,000 213,922 213,922 694,429 CHF 696,571 CHF 99.74% 99.74%
10/07/2024 0.31% 3.26 CHF 3.27 CHF 215,000 215,000 214,125 214,125 693,461 CHF 695,602 CHF 100.00% 100.00%
09/07/2024 0.31% 3.21 CHF 3.22 CHF 220,000 220,000 216,028 216,028 695,505 CHF 697,665 CHF 99.98% 99.98%
08/07/2024 0.31% 3.25 CHF 3.26 CHF 215,000 215,000 214,113 214,113 699,265 CHF 701,406 CHF 99.97% 99.97%
05/07/2024 0.31% 3.25 CHF 3.26 CHF 215,000 215,000 214,110 214,110 697,295 CHF 699,436 CHF 99.63% 99.63%
04/07/2024 0.31% 3.24 CHF 3.25 CHF 215,000 215,000 214,113 214,113 693,923 CHF 696,064 CHF 99.92% 99.92%
03/07/2024 0.31% 3.24 CHF 3.25 CHF 215,000 215,000 216,962 216,962 696,640 CHF 698,810 CHF 100.00% 100.00%
02/07/2024 0.31% 3.18 CHF 3.19 CHF 220,000 220,000 219,090 219,090 697,102 CHF 699,293 CHF 99.94% 99.94%

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