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 0.49% 2.04 CHF 2.05 CHF 450,000 150,000 450,000 150,000 915,279 CHF 306,593 CHF 14.83% 99.20%
12/07/2024 0.52% 2.03 CHF 2.04 CHF 450,000 150,000 450,000 150,000 868,618 CHF 291,039 CHF 94.33% 99.16%
11/07/2024 0.50% 1.98 CHF 1.99 CHF 300,000 100,000 300,000 100,000 601,827 CHF 201,609 CHF 15.69% 99.16%
10/07/2024 0.50% 2.08 CHF 2.08 CHF 300,000 100,000 300,000 100,000 600,008 CHF 201,003 CHF 87.22% 99.20%
09/07/2024 0.50% 2.01 CHF 2.02 CHF 300,000 100,000 300,000 100,000 596,665 CHF 199,888 CHF 93.98% 99.21%
08/07/2024 0.51% 1.99 CHF 2.00 CHF 300,000 100,000 300,000 100,000 592,103 CHF 198,368 CHF 99.25% 99.25%
05/07/2024 0.50% 1.96 CHF 1.97 CHF 300,000 100,000 300,000 100,000 597,636 CHF 200,212 CHF 20.40% 99.04%
04/07/2024 - 2.17 CHF - CHF 300,000 0 0 0 0 CHF 0 CHF 0.00% 99.37%
03/07/2024 0.49% 2.09 CHF 2.10 CHF 300,000 100,000 300,000 100,000 608,247 CHF 203,749 CHF 99.24% 99.24%
02/07/2024 0.51% 1.97 CHF 1.98 CHF 300,000 100,000 300,000 100,000 583,558 CHF 195,519 CHF 99.14% 99.14%

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