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 1.21% 0.85 CHF 0.86 CHF 2,019,500 2,019,500 2,019,500 2,019,500 1,657,630 CHF 1,677,830 CHF 99.99% 99.99%
12/07/2024 1.28% 0.82 CHF 0.83 CHF 2,094,700 2,094,700 2,094,700 2,094,700 1,621,530 CHF 1,642,470 CHF 100.00% 100.00%
11/07/2024 1.22% 0.79 CHF 0.80 CHF 1,962,600 1,962,600 1,962,600 1,962,600 1,601,880 CHF 1,621,500 CHF 100.00% 100.00%
10/07/2024 1.28% 0.78 CHF 0.79 CHF 2,101,100 2,101,100 2,101,100 2,101,100 1,625,070 CHF 1,646,080 CHF 100.00% 100.00%
09/07/2024 1.29% 0.77 CHF 0.78 CHF 2,109,900 2,109,900 2,109,900 2,109,900 1,622,920 CHF 1,644,020 CHF 100.00% 100.00%
08/07/2024 1.32% 0.76 CHF 0.77 CHF 2,118,100 2,118,100 2,118,100 2,118,100 1,590,890 CHF 1,612,070 CHF 98.68% 98.68%
05/07/2024 1.38% 0.74 CHF 0.75 CHF 2,193,800 2,193,800 2,193,800 2,193,800 1,583,640 CHF 1,605,580 CHF 100.00% 100.00%
04/07/2024 1.37% 0.72 CHF 0.73 CHF 1,096,900 1,096,900 1,954,050 1,954,050 1,421,480 CHF 1,441,020 CHF 100.00% 100.00%
03/07/2024 1.42% 0.71 CHF 0.72 CHF 2,269,400 2,269,400 2,269,400 2,269,400 1,587,500 CHF 1,610,190 CHF 100.00% 100.00%
02/07/2024 1.53% 0.67 CHF 0.68 CHF 2,364,700 2,364,700 2,364,700 2,364,700 1,533,190 CHF 1,556,840 CHF 99.99% 99.99%

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