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 0.29% 3.46 CHF 3.47 CHF 300,000 100,000 300,000 100,000 1,037,590 CHF 346,865 CHF 98.42% 98.42%
12/07/2024 0.31% 3.42 CHF 3.43 CHF 300,000 100,000 300,000 100,000 978,289 CHF 327,096 CHF 99.34% 99.34%
11/07/2024 0.28% 3.39 CHF 3.40 CHF 300,000 100,000 300,000 100,000 1,073,570 CHF 358,857 CHF 98.15% 98.15%
10/07/2024 0.28% 3.57 CHF 3.58 CHF 300,000 100,000 300,000 100,000 1,060,050 CHF 354,350 CHF 99.19% 99.19%
09/07/2024 0.28% 3.49 CHF 3.50 CHF 300,000 100,000 300,000 100,000 1,080,480 CHF 361,161 CHF 99.39% 99.39%
08/07/2024 0.29% 3.55 CHF 3.56 CHF 300,000 100,000 300,000 100,000 1,043,210 CHF 348,737 CHF 99.34% 99.34%
05/07/2024 0.32% 3.38 CHF 3.39 CHF 300,000 100,000 300,000 100,000 944,278 CHF 315,760 CHF 99.29% 99.29%
04/07/2024 0.33% 3.04 CHF 3.05 CHF 300,000 100,000 300,000 100,000 917,974 CHF 306,991 CHF 99.37% 99.37%
03/07/2024 0.34% 3.06 CHF 3.07 CHF 300,000 100,000 300,000 100,000 878,132 CHF 293,711 CHF 99.39% 99.39%
02/07/2024 0.36% 2.81 CHF 2.82 CHF 300,000 100,000 300,000 100,000 828,483 CHF 277,161 CHF 99.22% 99.22%

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