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 0.28% 3.53 CHF 3.54 CHF 300,000 100,000 300,000 100,000 1,060,410 CHF 354,469 CHF 99.16% 99.16%
12/07/2024 0.29% 3.52 CHF 3.53 CHF 300,000 100,000 300,000 100,000 1,018,540 CHF 340,513 CHF 99.25% 99.25%
11/07/2024 0.28% 3.45 CHF 3.46 CHF 300,000 100,000 300,000 100,000 1,084,930 CHF 362,644 CHF 99.22% 99.22%
10/07/2024 0.29% 3.58 CHF 3.59 CHF 300,000 100,000 300,000 100,000 1,047,530 CHF 350,177 CHF 99.23% 99.23%
09/07/2024 0.29% 3.49 CHF 3.50 CHF 300,000 100,000 300,000 100,000 1,040,650 CHF 347,883 CHF 99.23% 99.23%
08/07/2024 0.29% 3.46 CHF 3.47 CHF 300,000 100,000 300,000 100,000 1,031,690 CHF 344,898 CHF 99.21% 99.21%
05/07/2024 0.28% 3.42 CHF 3.43 CHF 300,000 100,000 300,000 100,000 1,085,720 CHF 362,907 CHF 98.45% 98.45%
04/07/2024 0.27% 3.70 CHF 3.71 CHF 300,000 100,000 300,000 100,000 1,105,080 CHF 369,359 CHF 99.23% 99.23%
03/07/2024 0.28% 3.59 CHF 3.60 CHF 300,000 100,000 300,000 100,000 1,055,510 CHF 352,835 CHF 99.21% 99.21%
02/07/2024 0.29% 3.45 CHF 3.46 CHF 300,000 100,000 300,000 100,000 1,023,050 CHF 342,016 CHF 99.20% 99.20%

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