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 2.17% 0.46 CHF 0.47 CHF 1,000,000 1,000,000 1,000,000 1,000,000 456,179 CHF 466,179 CHF 99.10% 99.10%
12/07/2024 2.13% 0.45 CHF 0.46 CHF 1,000,000 1,000,000 1,000,000 1,000,000 464,072 CHF 474,072 CHF 95.40% 95.40%
11/07/2024 2.28% 0.47 CHF 0.48 CHF 1,000,000 1,000,000 981,906 981,906 467,732 CHF 477,658 CHF 99.12% 99.12%
10/07/2024 2.07% 0.48 CHF 0.49 CHF 1,000,000 1,000,000 1,000,000 1,000,000 479,231 CHF 489,231 CHF 100.00% 100.00%
09/07/2024 2.11% 0.49 CHF 0.50 CHF 1,000,000 1,000,000 996,546 996,546 470,620 CHF 480,620 CHF 100.00% 100.00%
08/07/2024 2.27% 0.46 CHF 0.47 CHF 1,000,000 1,000,000 998,352 998,352 437,077 CHF 447,077 CHF 100.00% 100.00%
05/07/2024 2.21% 0.46 CHF 0.47 CHF 1,000,000 1,000,000 1,000,000 1,000,000 447,158 CHF 457,158 CHF 99.81% 99.81%
04/07/2024 2.11% 0.47 CHF 0.48 CHF 1,000,000 1,000,000 1,000,000 1,000,000 468,907 CHF 478,907 CHF 99.93% 99.93%
03/07/2024 2.02% 0.48 CHF 0.49 CHF 1,000,000 1,000,000 1,000,000 1,000,000 489,558 CHF 499,558 CHF 100.00% 100.00%
02/07/2024 1.84% 0.53 CHF 0.54 CHF 1,000,000 1,000,000 1,000,000 1,000,000 538,440 CHF 548,440 CHF 98.88% 98.88%

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