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 0.50% 2.01 CHF 2.02 CHF 500,000 500,000 500,000 500,000 995,357 CHF 1,000,360 CHF 99.49% 99.49%
12/07/2024 0.50% 2.03 CHF 2.04 CHF 500,000 500,000 500,000 500,000 1,000,070 CHF 1,005,070 CHF 90.65% 90.65%
11/07/2024 0.52% 1.98 CHF 1.99 CHF 500,000 500,000 500,000 500,000 963,222 CHF 968,222 CHF 99.30% 99.30%
10/07/2024 0.53% 1.96 CHF 1.97 CHF 500,000 500,000 500,000 500,000 948,544 CHF 953,544 CHF 99.52% 99.52%
09/07/2024 0.53% 1.85 CHF 1.86 CHF 500,000 500,000 500,000 500,000 935,209 CHF 940,209 CHF 93.98% 93.98%
08/07/2024 0.47% 2.10 CHF 2.11 CHF 500,000 500,000 500,000 500,000 1,051,520 CHF 1,056,520 CHF 99.58% 99.58%
05/07/2024 0.47% 2.09 CHF 2.10 CHF 500,000 500,000 500,000 500,000 1,070,910 CHF 1,075,910 CHF 98.51% 98.51%
04/07/2024 0.47% 2.14 CHF 2.15 CHF 500,000 500,000 500,000 500,000 1,066,010 CHF 1,071,010 CHF 98.68% 98.68%
03/07/2024 0.48% 2.10 CHF 2.11 CHF 500,000 500,000 500,000 500,000 1,042,620 CHF 1,047,620 CHF 99.48% 99.48%
02/07/2024 0.50% 2.01 CHF 2.02 CHF 500,000 500,000 500,000 500,000 995,746 CHF 1,000,750 CHF 99.53% 99.53%

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