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 0.30% 3.22 CHF 3.23 CHF 810,000 810,000 810,000 810,000 2,661,690 CHF 2,669,790 CHF 99.10% 99.10%
12/07/2024 0.31% 3.46 CHF 3.47 CHF 860,000 860,000 860,000 860,000 2,776,760 CHF 2,785,360 CHF 95.39% 95.39%
11/07/2024 0.36% 3.15 CHF 3.16 CHF 880,000 880,000 864,146 864,146 2,635,850 CHF 2,644,580 CHF 99.10% 99.10%
10/07/2024 0.34% 2.99 CHF 3.00 CHF 930,000 930,000 930,000 930,000 2,702,780 CHF 2,712,080 CHF 100.00% 100.00%
09/07/2024 0.34% 2.78 CHF 2.79 CHF 860,000 860,000 856,988 856,988 2,508,950 CHF 2,517,550 CHF 100.00% 100.00%
08/07/2024 0.32% 3.09 CHF 3.10 CHF 870,000 870,000 868,541 868,541 2,747,830 CHF 2,756,530 CHF 99.59% 99.59%
05/07/2024 0.31% 3.09 CHF 3.10 CHF 870,000 870,000 870,000 870,000 2,820,490 CHF 2,829,190 CHF 99.78% 99.78%
04/07/2024 0.32% 3.10 CHF 3.11 CHF 890,000 890,000 890,000 890,000 2,737,860 CHF 2,746,760 CHF 99.94% 99.94%
03/07/2024 0.34% 3.02 CHF 3.03 CHF 940,000 940,000 940,000 940,000 2,771,970 CHF 2,781,370 CHF 100.00% 100.00%
02/07/2024 0.36% 2.77 CHF 2.78 CHF 900,000 900,000 900,000 900,000 2,468,650 CHF 2,477,650 CHF 98.88% 98.88%

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