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 0.68% 1.48 CHF 1.49 CHF 1,921,100 1,921,100 1,921,100 1,921,100 2,796,990 CHF 2,816,200 CHF 100.00% 100.00%
12/07/2024 0.72% 1.43 CHF 1.44 CHF 1,978,800 1,978,800 1,978,800 1,978,800 2,740,010 CHF 2,759,800 CHF 100.00% 100.00%
11/07/2024 0.73% 1.38 CHF 1.39 CHF 1,985,200 1,985,200 1,985,200 1,985,200 2,699,950 CHF 2,719,810 CHF 100.00% 100.00%
10/07/2024 0.78% 1.29 CHF 1.30 CHF 2,092,200 2,092,200 2,092,200 2,092,200 2,684,700 CHF 2,705,620 CHF 100.00% 100.00%
09/07/2024 0.77% 1.28 CHF 1.29 CHF 2,077,200 2,077,200 2,077,200 2,077,200 2,682,110 CHF 2,702,880 CHF 100.00% 100.00%
08/07/2024 0.76% 1.32 CHF 1.33 CHF 2,064,700 2,064,700 2,064,700 2,064,700 2,698,540 CHF 2,719,190 CHF 98.20% 98.20%
05/07/2024 0.77% 1.29 CHF 1.30 CHF 2,083,700 2,083,700 2,083,700 2,083,700 2,680,790 CHF 2,701,630 CHF 100.00% 100.00%
04/07/2024 0.76% 1.30 CHF 1.31 CHF 1,041,900 1,041,900 1,855,990 1,855,990 2,421,400 CHF 2,439,960 CHF 100.00% 100.00%
03/07/2024 0.76% 1.29 CHF 1.30 CHF 2,075,600 2,075,600 2,075,600 2,075,600 2,708,600 CHF 2,729,360 CHF 100.00% 100.00%
02/07/2024 0.80% 1.27 CHF 1.28 CHF 2,116,700 2,116,700 2,116,700 2,116,700 2,647,990 CHF 2,669,160 CHF 100.00% 100.00%

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