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 0.27% 3.75 CHF 3.76 CHF 300,000 100,000 300,000 100,000 1,127,660 CHF 376,888 CHF 99.17% 99.17%
12/07/2024 0.28% 3.74 CHF 3.75 CHF 300,000 100,000 300,000 100,000 1,085,390 CHF 362,796 CHF 99.25% 99.25%
11/07/2024 0.26% 3.67 CHF 3.68 CHF 300,000 100,000 300,000 100,000 1,152,020 CHF 385,007 CHF 99.21% 99.21%
10/07/2024 0.27% 3.81 CHF 3.82 CHF 300,000 100,000 300,000 100,000 1,114,620 CHF 372,539 CHF 99.23% 99.23%
09/07/2024 0.27% 3.71 CHF 3.72 CHF 300,000 100,000 300,000 100,000 1,107,970 CHF 370,323 CHF 99.22% 99.22%
08/07/2024 0.27% 3.69 CHF 3.70 CHF 300,000 100,000 300,000 100,000 1,098,840 CHF 367,280 CHF 99.21% 99.21%
05/07/2024 0.26% 3.65 CHF 3.66 CHF 300,000 100,000 300,000 100,000 1,152,970 CHF 385,322 CHF 98.44% 98.44%
04/07/2024 0.26% 3.92 CHF 3.93 CHF 300,000 100,000 300,000 100,000 1,172,800 CHF 391,932 CHF 99.23% 99.23%
03/07/2024 0.27% 3.82 CHF 3.83 CHF 300,000 100,000 300,000 100,000 1,122,930 CHF 375,310 CHF 99.19% 99.19%
02/07/2024 0.27% 3.67 CHF 3.68 CHF 300,000 100,000 300,000 100,000 1,090,420 CHF 364,473 CHF 99.21% 99.21%

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