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% 2.39 CHF 2.40 CHF 600,000 200,000 600,000 200,000 1,437,830 CHF 481,278 CHF 92.97% 92.97%
12/07/2024 0.43% 2.35 CHF 2.36 CHF 600,000 200,000 600,000 200,000 1,389,490 CHF 465,163 CHF 94.14% 94.14%
11/07/2024 0.45% 2.26 CHF 2.27 CHF 600,000 200,000 600,000 200,000 1,325,390 CHF 443,796 CHF 91.29% 91.29%
10/07/2024 0.47% 2.18 CHF 2.19 CHF 600,000 200,000 600,000 200,000 1,281,440 CHF 429,148 CHF 87.23% 87.23%
09/07/2024 0.47% 2.08 CHF 2.09 CHF 600,000 200,000 600,000 200,000 1,265,470 CHF 423,825 CHF 85.57% 85.57%
08/07/2024 0.46% 2.13 CHF 2.14 CHF 600,000 200,000 600,000 200,000 1,296,100 CHF 434,035 CHF 85.27% 85.27%
05/07/2024 0.46% 2.15 CHF 2.16 CHF 600,000 200,000 600,000 200,000 1,305,850 CHF 437,282 CHF 90.47% 90.47%
04/07/2024 0.47% 2.13 CHF 2.14 CHF 600,000 200,000 600,000 200,000 1,265,370 CHF 423,792 CHF 78.08% 78.08%
03/07/2024 0.47% 2.12 CHF 2.13 CHF 600,000 200,000 600,000 200,000 1,267,000 CHF 424,332 CHF 92.35% 92.35%
02/07/2024 0.49% 2.05 CHF 2.06 CHF 600,000 200,000 600,000 200,000 1,222,510 CHF 409,503 CHF 96.40% 96.40%

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