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 0.33% 3.01 CHF 3.02 CHF 90,000 90,000 90,000 90,000 272,541 CHF 273,441 CHF 100.00% 100.00%
12/07/2024 0.33% 3.02 CHF 3.03 CHF 90,000 90,000 90,000 90,000 271,182 CHF 272,082 CHF 100.00% 100.00%
11/07/2024 0.34% 2.98 CHF 2.99 CHF 90,000 90,000 89,914 89,914 267,385 CHF 268,285 CHF 100.00% 100.00%
10/07/2024 0.35% 2.92 CHF 2.93 CHF 90,000 90,000 90,000 90,000 259,995 CHF 260,895 CHF 99.99% 99.99%
09/07/2024 0.35% 2.85 CHF 2.86 CHF 90,000 90,000 90,470 90,470 256,976 CHF 257,882 CHF 100.00% 100.00%
08/07/2024 0.34% 2.89 CHF 2.90 CHF 90,000 90,000 90,070 90,070 260,976 CHF 261,876 CHF 99.98% 99.98%
05/07/2024 0.35% 2.87 CHF 2.88 CHF 90,000 90,000 90,000 90,000 259,937 CHF 260,837 CHF 100.00% 100.00%
04/07/2024 0.34% 2.91 CHF 2.92 CHF 90,000 90,000 90,000 90,000 262,525 CHF 263,425 CHF 100.00% 100.00%
03/07/2024 0.35% 2.90 CHF 2.91 CHF 90,000 90,000 90,309 90,309 258,371 CHF 259,274 CHF 100.00% 100.00%
02/07/2024 0.36% 2.81 CHF 2.82 CHF 95,000 95,000 95,000 95,000 262,706 CHF 263,656 CHF 100.00% 100.00%

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