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 0.23% 4.17 CHF 4.18 CHF 170,300 170,300 170,300 170,300 755,506 CHF 757,208 CHF 100.00% 100.00%
12/07/2024 0.23% 4.47 CHF 4.48 CHF 183,800 183,800 183,800 183,800 792,366 CHF 794,204 CHF 100.00% 100.00%
11/07/2024 0.25% 4.10 CHF 4.11 CHF 197,900 197,900 197,900 197,900 805,021 CHF 807,000 CHF 99.92% 99.92%
10/07/2024 0.28% 3.76 CHF 3.77 CHF 214,400 214,400 214,400 214,400 762,348 CHF 764,492 CHF 100.00% 100.00%
09/07/2024 0.28% 3.47 CHF 3.48 CHF 212,100 212,100 212,100 212,100 767,691 CHF 769,812 CHF 100.00% 100.00%
08/07/2024 0.28% 3.49 CHF 3.50 CHF 219,000 219,000 219,000 219,000 767,884 CHF 770,074 CHF 99.98% 99.98%
05/07/2024 0.28% 3.38 CHF 3.39 CHF 208,600 208,600 208,600 208,600 744,820 CHF 746,906 CHF 99.98% 99.98%
04/07/2024 0.28% 3.60 CHF 3.61 CHF 216,300 216,300 216,300 216,300 761,916 CHF 764,079 CHF 100.00% 100.00%
03/07/2024 0.29% 3.45 CHF 3.46 CHF 217,400 217,400 217,400 217,400 748,267 CHF 750,441 CHF 100.00% 100.00%
02/07/2024 0.31% 3.38 CHF 3.39 CHF 211,000 211,000 211,000 211,000 679,767 CHF 681,877 CHF 100.00% 100.00%

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