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 0.39% 2.50 CHF 2.51 CHF 396,300 396,300 392,092 392,092 991,804 CHF 995,725 CHF 100.00% 100.00%
12/07/2024 0.39% 2.53 CHF 2.54 CHF 389,500 389,500 382,116 382,116 984,638 CHF 988,460 CHF 99.85% 99.85%
11/07/2024 0.38% 2.59 CHF 2.60 CHF 377,200 377,200 372,227 372,227 979,872 CHF 983,594 CHF 71.50% 71.50%
10/07/2024 0.36% 2.75 CHF 2.76 CHF 365,900 365,900 363,337 363,337 998,811 CHF 1,002,440 CHF 99.38% 99.38%
09/07/2024 0.36% 2.79 CHF 2.80 CHF 361,600 361,600 364,795 364,795 1,004,190 CHF 1,007,840 CHF 100.00% 100.00%
08/07/2024 0.37% 2.72 CHF 2.73 CHF 367,700 367,700 365,424 365,424 987,360 CHF 991,014 CHF 100.00% 100.00%
05/07/2024 0.36% 2.75 CHF 2.76 CHF 364,100 364,100 359,480 359,480 983,956 CHF 987,551 CHF 99.99% 99.99%
04/07/2024 0.36% 2.77 CHF 2.78 CHF 356,500 356,500 347,879 347,879 977,101 CHF 980,580 CHF 100.00% 100.00%
03/07/2024 0.35% 2.79 CHF 2.80 CHF 342,100 342,100 335,044 335,044 968,776 CHF 972,126 CHF 100.00% 100.00%
02/07/2024 0.33% 2.98 CHF 2.99 CHF 330,400 330,400 335,485 335,485 1,015,250 CHF 1,018,600 CHF 99.95% 99.95%

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