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 0.30% 3.28 CHF 3.29 CHF 300,000 100,000 300,000 100,000 982,735 CHF 328,578 CHF 98.48% 98.48%
12/07/2024 0.32% 3.23 CHF 3.24 CHF 300,000 100,000 300,000 100,000 925,088 CHF 309,363 CHF 99.19% 99.19%
11/07/2024 0.29% 3.22 CHF 3.23 CHF 300,000 100,000 300,000 100,000 1,018,750 CHF 340,583 CHF 98.09% 98.09%
10/07/2024 0.30% 3.39 CHF 3.40 CHF 300,000 100,000 300,000 100,000 1,005,280 CHF 336,093 CHF 99.18% 99.18%
09/07/2024 0.29% 3.31 CHF 3.32 CHF 300,000 100,000 300,000 100,000 1,026,400 CHF 343,132 CHF 99.40% 99.40%
08/07/2024 0.30% 3.37 CHF 3.38 CHF 300,000 100,000 300,000 100,000 989,531 CHF 330,844 CHF 99.38% 99.38%
05/07/2024 0.34% 3.21 CHF 3.22 CHF 300,000 100,000 300,000 100,000 891,172 CHF 298,057 CHF 99.28% 99.28%
04/07/2024 0.35% 2.86 CHF 2.87 CHF 300,000 100,000 300,000 100,000 865,178 CHF 289,393 CHF 99.37% 99.37%
03/07/2024 0.36% 2.89 CHF 2.90 CHF 300,000 100,000 300,000 100,000 826,880 CHF 276,627 CHF 99.39% 99.39%
02/07/2024 0.38% 2.65 CHF 2.66 CHF 300,000 100,000 300,000 100,000 778,768 CHF 260,589 CHF 99.29% 99.29%

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