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 0.25% 3.97 CHF 3.98 CHF 300,000 100,000 300,000 100,000 1,213,880 CHF 405,628 CHF 99.08% 99.08%
12/07/2024 0.26% 4.04 CHF 4.05 CHF 300,000 100,000 300,000 100,000 1,175,190 CHF 392,729 CHF 99.24% 99.24%
11/07/2024 0.25% 3.94 CHF 3.95 CHF 300,000 100,000 300,000 100,000 1,213,130 CHF 405,376 CHF 98.25% 98.25%
10/07/2024 0.26% 3.99 CHF 4.00 CHF 300,000 100,000 300,000 100,000 1,171,560 CHF 391,520 CHF 99.24% 99.24%
09/07/2024 0.25% 3.89 CHF 3.90 CHF 300,000 100,000 300,000 100,000 1,185,460 CHF 396,152 CHF 99.23% 99.23%
08/07/2024 0.25% 3.97 CHF 3.98 CHF 300,000 100,000 300,000 100,000 1,199,100 CHF 400,700 CHF 99.24% 99.24%
05/07/2024 0.25% 3.95 CHF 3.96 CHF 300,000 100,000 300,000 100,000 1,190,130 CHF 397,711 CHF 99.23% 99.23%
04/07/2024 0.25% 3.90 CHF 3.91 CHF 300,000 100,000 300,000 100,000 1,176,550 CHF 393,183 CHF 99.23% 99.23%
03/07/2024 0.26% 3.91 CHF 3.92 CHF 300,000 100,000 300,000 100,000 1,171,090 CHF 391,363 CHF 99.24% 99.24%
02/07/2024 0.27% 3.76 CHF 3.77 CHF 300,000 100,000 300,000 100,000 1,108,680 CHF 370,561 CHF 99.23% 99.23%

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