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 0.48% 2.02 CHF 2.03 CHF 1,326,700 1,326,700 1,326,700 1,326,700 2,756,390 CHF 2,769,660 CHF 99.10% 99.10%
12/07/2024 0.49% 2.20 CHF 2.21 CHF 1,461,300 1,461,300 1,461,300 1,461,300 2,962,550 CHF 2,977,170 CHF 95.39% 95.39%
11/07/2024 0.58% 1.97 CHF 1.98 CHF 1,550,100 1,550,100 1,522,270 1,522,270 2,865,460 CHF 2,880,840 CHF 99.66% 99.66%
10/07/2024 0.57% 1.82 CHF 1.83 CHF 1,678,100 1,678,100 1,678,100 1,678,100 2,950,740 CHF 2,967,520 CHF 100.00% 100.00%
09/07/2024 0.56% 1.66 CHF 1.67 CHF 1,480,900 1,480,900 1,480,900 1,480,900 2,659,610 CHF 2,674,420 CHF 100.00% 100.00%
08/07/2024 0.50% 1.92 CHF 1.93 CHF 1,473,600 1,473,600 1,473,600 1,473,600 2,922,130 CHF 2,936,860 CHF 100.00% 100.00%
05/07/2024 0.49% 1.91 CHF 1.92 CHF 1,490,000 1,490,000 1,490,000 1,490,000 3,012,020 CHF 3,026,920 CHF 99.80% 99.80%
04/07/2024 0.53% 1.91 CHF 1.92 CHF 1,543,500 1,543,500 1,543,500 1,543,500 2,906,950 CHF 2,922,380 CHF 99.93% 99.93%
03/07/2024 0.56% 1.83 CHF 1.84 CHF 1,701,000 1,701,000 1,701,000 1,701,000 3,016,030 CHF 3,033,040 CHF 100.00% 100.00%
02/07/2024 0.63% 1.62 CHF 1.63 CHF 1,592,500 1,592,500 1,592,500 1,592,500 2,524,280 CHF 2,540,200 CHF 99.99% 99.99%

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