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 0.42% 2.29 CHF 2.30 CHF 399,700 399,700 399,700 399,700 961,359 CHF 965,356 CHF 100.00% 100.00%
12/07/2024 0.42% 2.42 CHF 2.43 CHF 424,300 424,300 424,300 424,300 996,592 CHF 1,000,840 CHF 100.00% 100.00%
11/07/2024 0.45% 2.26 CHF 2.27 CHF 449,500 449,500 449,500 449,500 1,006,660 CHF 1,011,150 CHF 99.91% 99.91%
10/07/2024 0.50% 2.10 CHF 2.11 CHF 478,800 478,800 478,800 478,800 959,546 CHF 964,334 CHF 100.00% 100.00%
09/07/2024 0.49% 1.97 CHF 1.98 CHF 474,600 474,600 474,600 474,600 964,953 CHF 969,699 CHF 100.00% 100.00%
08/07/2024 0.50% 1.97 CHF 1.98 CHF 486,600 486,600 486,600 486,600 963,856 CHF 968,722 CHF 100.00% 100.00%
05/07/2024 0.50% 1.92 CHF 1.93 CHF 468,700 468,700 468,700 468,700 942,077 CHF 946,764 CHF 100.00% 100.00%
04/07/2024 0.50% 2.02 CHF 2.03 CHF 482,200 482,200 482,200 482,200 958,388 CHF 963,210 CHF 100.00% 100.00%
03/07/2024 0.51% 1.95 CHF 1.96 CHF 484,100 484,100 484,100 484,100 943,936 CHF 948,777 CHF 100.00% 100.00%
02/07/2024 0.54% 1.92 CHF 1.93 CHF 473,100 473,100 473,100 473,100 874,112 CHF 878,842 CHF 100.00% 100.00%

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