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 0.29% 3.44 CHF 3.45 CHF 300,000 100,000 300,000 100,000 1,027,890 CHF 343,629 CHF 99.16% 99.16%
12/07/2024 0.29% 3.46 CHF 3.47 CHF 300,000 100,000 300,000 100,000 1,038,320 CHF 347,106 CHF 99.24% 99.24%
11/07/2024 0.30% 3.38 CHF 3.39 CHF 300,000 100,000 300,000 100,000 1,014,550 CHF 339,183 CHF 99.23% 99.23%
10/07/2024 0.29% 3.41 CHF 3.42 CHF 300,000 100,000 300,000 100,000 1,021,970 CHF 341,656 CHF 99.24% 99.24%
09/07/2024 0.29% 3.41 CHF 3.42 CHF 300,000 100,000 300,000 100,000 1,029,140 CHF 344,048 CHF 99.23% 99.23%
08/07/2024 0.28% 3.57 CHF 3.58 CHF 300,000 100,000 300,000 100,000 1,077,580 CHF 360,195 CHF 99.24% 99.24%
05/07/2024 0.27% 3.60 CHF 3.61 CHF 300,000 100,000 300,000 100,000 1,092,150 CHF 365,050 CHF 99.23% 99.23%
04/07/2024 0.27% 3.67 CHF 3.68 CHF 300,000 100,000 300,000 100,000 1,090,050 CHF 364,350 CHF 99.23% 99.23%
03/07/2024 0.28% 3.57 CHF 3.58 CHF 300,000 100,000 300,000 100,000 1,068,900 CHF 357,302 CHF 99.23% 99.23%
02/07/2024 0.29% 3.50 CHF 3.51 CHF 300,000 100,000 300,000 100,000 1,046,380 CHF 349,793 CHF 99.24% 99.24%

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