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 0.37% 2.81 CHF 2.82 CHF 437,800 437,800 437,800 437,800 1,169,650 CHF 1,174,030 CHF 99.98% 99.98%
12/07/2024 0.41% 2.65 CHF 2.66 CHF 463,400 463,400 463,400 463,400 1,135,760 CHF 1,140,400 CHF 100.00% 100.00%
11/07/2024 0.38% 2.52 CHF 2.53 CHF 417,500 417,500 417,500 417,500 1,108,620 CHF 1,112,790 CHF 99.85% 99.85%
10/07/2024 0.41% 2.47 CHF 2.48 CHF 463,700 463,700 463,700 463,700 1,137,900 CHF 1,142,540 CHF 100.00% 100.00%
09/07/2024 0.41% 2.42 CHF 2.43 CHF 466,700 466,700 466,700 466,700 1,136,100 CHF 1,140,760 CHF 99.99% 99.99%
08/07/2024 0.42% 2.38 CHF 2.39 CHF 469,500 469,500 469,500 469,500 1,104,800 CHF 1,109,490 CHF 98.69% 98.69%
05/07/2024 0.45% 2.29 CHF 2.30 CHF 495,900 495,900 495,900 495,900 1,101,820 CHF 1,106,780 CHF 100.00% 100.00%
04/07/2024 0.45% 2.21 CHF 2.22 CHF 248,000 248,000 441,715 441,715 986,446 CHF 990,863 CHF 100.00% 100.00%
03/07/2024 0.47% 2.17 CHF 2.18 CHF 522,700 522,700 522,700 522,700 1,108,080 CHF 1,113,310 CHF 100.00% 100.00%
02/07/2024 0.53% 1.98 CHF 1.99 CHF 557,200 557,200 557,200 557,200 1,053,540 CHF 1,059,110 CHF 99.98% 99.98%

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