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 0.42% 2.37 CHF 2.38 CHF 450,000 100,000 450,000 100,000 1,068,020 CHF 238,338 CHF 99.27% 99.27%
12/07/2024 0.43% 2.37 CHF 2.38 CHF 450,000 100,000 450,000 100,000 1,040,170 CHF 232,148 CHF 99.27% 99.27%
11/07/2024 0.44% 2.29 CHF 2.30 CHF 450,000 100,000 450,000 100,000 1,017,580 CHF 227,130 CHF 99.27% 99.27%
10/07/2024 0.45% 2.19 CHF 2.20 CHF 450,000 100,000 450,000 100,000 994,586 CHF 222,019 CHF 99.27% 99.27%
09/07/2024 0.45% 2.19 CHF 2.20 CHF 450,000 100,000 450,000 100,000 993,641 CHF 221,809 CHF 99.27% 99.27%
08/07/2024 0.44% 2.23 CHF 2.24 CHF 450,000 100,000 450,000 100,000 1,012,040 CHF 225,897 CHF 99.21% 99.21%
05/07/2024 0.44% 2.22 CHF 2.23 CHF 450,000 100,000 450,000 100,000 1,016,260 CHF 226,836 CHF 99.27% 99.27%
04/07/2024 0.45% 2.19 CHF 2.20 CHF 450,000 100,000 450,000 100,000 994,137 CHF 221,919 CHF 99.27% 99.27%
03/07/2024 0.47% 2.14 CHF 2.15 CHF 450,000 100,000 450,000 100,000 960,426 CHF 214,428 CHF 99.27% 99.27%
02/07/2024 0.51% 1.99 CHF 2.00 CHF 450,000 100,000 450,000 100,000 887,519 CHF 198,226 CHF 99.26% 99.26%

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