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 0.64% 3.26 CHF 3.28 CHF 230,000 230,000 227,484 227,484 723,815 CHF 728,398 CHF 100.00% 100.00%
12/07/2024 0.70% 3.09 CHF 3.11 CHF 230,000 230,000 227,443 227,443 668,196 CHF 672,779 CHF 98.46% 98.46%
11/07/2024 0.72% 2.94 CHF 2.96 CHF 230,000 230,000 227,456 227,456 645,189 CHF 649,772 CHF 98.73% 98.73%
10/07/2024 0.80% 2.60 CHF 2.62 CHF 240,000 240,000 237,374 237,374 606,906 CHF 611,688 CHF 99.99% 99.99%
09/07/2024 0.80% 2.54 CHF 2.56 CHF 240,000 240,000 236,836 236,836 612,398 CHF 617,180 CHF 100.00% 100.00%
08/07/2024 0.78% 2.71 CHF 2.73 CHF 240,000 240,000 236,843 236,843 627,512 CHF 632,295 CHF 98.26% 98.26%
05/07/2024 0.80% 2.59 CHF 2.61 CHF 240,000 240,000 237,373 237,373 612,240 CHF 617,023 CHF 100.00% 100.00%
04/07/2024 0.77% 2.62 CHF 2.64 CHF 120,000 120,000 212,079 212,079 562,141 CHF 566,406 CHF 100.00% 100.00%
03/07/2024 0.77% 2.58 CHF 2.60 CHF 240,000 240,000 237,374 237,374 628,095 CHF 632,878 CHF 100.00% 100.00%
02/07/2024 0.83% 2.51 CHF 2.53 CHF 250,000 250,000 247,250 247,250 609,173 CHF 614,155 CHF 99.98% 99.98%

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