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 0.45% 2.25 CHF 2.26 CHF 300,000 100,000 300,000 100,000 669,764 CHF 224,255 CHF 99.19% 99.19%
12/07/2024 0.44% 2.25 CHF 2.26 CHF 300,000 100,000 300,000 100,000 676,926 CHF 226,642 CHF 96.20% 96.20%
11/07/2024 0.44% 2.29 CHF 2.30 CHF 300,000 100,000 300,000 100,000 684,103 CHF 229,034 CHF 88.36% 88.36%
10/07/2024 0.42% 2.34 CHF 2.35 CHF 300,000 100,000 300,000 100,000 707,283 CHF 236,761 CHF 99.23% 99.23%
09/07/2024 0.42% 2.40 CHF 2.41 CHF 300,000 100,000 300,000 100,000 706,821 CHF 236,607 CHF 96.19% 96.19%
08/07/2024 0.43% 2.35 CHF 2.36 CHF 300,000 100,000 300,000 100,000 698,237 CHF 233,746 CHF 99.24% 99.24%
05/07/2024 0.42% 2.35 CHF 2.36 CHF 300,000 100,000 300,000 100,000 707,785 CHF 236,928 CHF 97.69% 97.69%
04/07/2024 0.42% 2.35 CHF 2.36 CHF 300,000 100,000 300,000 100,000 707,795 CHF 236,932 CHF 99.23% 99.23%
03/07/2024 0.42% 2.37 CHF 2.38 CHF 300,000 100,000 300,000 100,000 708,979 CHF 237,326 CHF 98.55% 98.55%
02/07/2024 0.43% 2.37 CHF 2.38 CHF 300,000 100,000 300,000 100,000 702,578 CHF 235,193 CHF 97.13% 97.13%

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