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% 3.03 CHF 3.04 CHF 81,000 81,000 80,994 80,994 244,580 CHF 245,390 CHF 100.00% 100.00%
12/07/2024 0.33% 3.05 CHF 3.06 CHF 81,000 81,000 80,532 80,532 245,943 CHF 246,748 CHF 100.00% 100.00%
11/07/2024 0.34% 2.98 CHF 2.99 CHF 82,000 82,000 81,613 81,613 242,831 CHF 243,647 CHF 100.00% 100.00%
10/07/2024 0.33% 3.00 CHF 3.01 CHF 81,000 81,000 81,104 81,104 243,489 CHF 244,300 CHF 100.00% 100.00%
09/07/2024 0.33% 3.00 CHF 3.01 CHF 81,000 81,000 81,116 81,116 245,255 CHF 246,066 CHF 100.00% 100.00%
08/07/2024 0.31% 3.16 CHF 3.17 CHF 79,000 79,000 79,016 79,016 251,623 CHF 252,413 CHF 99.99% 99.99%
05/07/2024 0.31% 3.19 CHF 3.20 CHF 79,000 79,000 78,221 78,221 252,785 CHF 253,567 CHF 99.81% 99.81%
04/07/2024 0.31% 3.26 CHF 3.27 CHF 78,000 78,000 78,603 78,603 253,432 CHF 254,218 CHF 99.49% 99.49%
03/07/2024 0.32% 3.16 CHF 3.17 CHF 79,000 79,000 79,225 79,225 250,054 CHF 250,846 CHF 99.35% 99.35%
02/07/2024 0.32% 3.09 CHF 3.10 CHF 80,000 80,000 80,337 80,337 247,728 CHF 248,531 CHF 100.00% 100.00%

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