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 0.31% 3.11 CHF 3.12 CHF 300,000 100,000 300,000 100,000 956,409 CHF 319,803 CHF 99.09% 99.09%
12/07/2024 0.33% 3.18 CHF 3.19 CHF 300,000 100,000 300,000 100,000 918,052 CHF 307,017 CHF 99.24% 99.24%
11/07/2024 0.31% 3.09 CHF 3.10 CHF 300,000 100,000 300,000 100,000 956,248 CHF 319,750 CHF 98.25% 98.25%
10/07/2024 0.33% 3.14 CHF 3.15 CHF 300,000 100,000 300,000 100,000 915,439 CHF 306,146 CHF 99.24% 99.24%
09/07/2024 0.32% 3.04 CHF 3.05 CHF 300,000 100,000 300,000 100,000 929,318 CHF 310,773 CHF 99.23% 99.23%
08/07/2024 0.32% 3.12 CHF 3.13 CHF 300,000 100,000 300,000 100,000 943,354 CHF 315,451 CHF 99.23% 99.23%
05/07/2024 0.32% 3.09 CHF 3.10 CHF 300,000 100,000 300,000 100,000 934,064 CHF 312,355 CHF 99.23% 99.23%
04/07/2024 0.33% 3.04 CHF 3.05 CHF 300,000 100,000 300,000 100,000 920,307 CHF 307,769 CHF 99.23% 99.23%
03/07/2024 0.33% 3.06 CHF 3.07 CHF 300,000 100,000 300,000 100,000 915,154 CHF 306,051 CHF 99.24% 99.24%
02/07/2024 0.35% 2.91 CHF 2.92 CHF 300,000 100,000 300,000 100,000 853,508 CHF 285,503 CHF 99.24% 99.24%

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