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 600,000 200,000 600,000 200,000 1,412,690 CHF 472,897 CHF 83.75% 83.75%
12/07/2024 0.38% 2.50 CHF 2.51 CHF 600,000 200,000 600,000 200,000 1,584,780 CHF 530,262 CHF 99.27% 99.27%
11/07/2024 0.43% 2.31 CHF 2.32 CHF 600,000 200,000 600,000 200,000 1,383,440 CHF 463,146 CHF 98.63% 98.63%
10/07/2024 0.43% 2.33 CHF 2.34 CHF 600,000 200,000 600,000 200,000 1,386,550 CHF 464,184 CHF 99.23% 99.23%
09/07/2024 0.41% 2.37 CHF 2.38 CHF 600,000 200,000 600,000 200,000 1,471,300 CHF 492,433 CHF 99.22% 99.22%
08/07/2024 0.40% 2.41 CHF 2.42 CHF 600,000 200,000 599,867 199,872 1,496,200 CHF 500,527 CHF 99.21% 99.21%
05/07/2024 0.40% 2.50 CHF 2.51 CHF 580,000 200,000 599,884 199,868 1,492,810 CHF 499,368 CHF 99.20% 99.20%
04/07/2024 0.39% 2.55 CHF 2.56 CHF 600,000 200,000 600,000 200,000 1,540,290 CHF 515,430 CHF 99.23% 99.23%
03/07/2024 0.37% 2.58 CHF 2.59 CHF 600,000 200,000 600,000 200,000 1,602,440 CHF 536,146 CHF 99.22% 99.22%
02/07/2024 0.33% 2.80 CHF 2.81 CHF 600,000 200,000 600,000 200,000 1,810,030 CHF 605,344 CHF 97.50% 97.50%

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