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% 3.42 CHF 3.43 CHF 300,000 100,000 300,000 100,000 1,024,450 CHF 342,484 CHF 98.43% 98.43%
12/07/2024 0.31% 3.37 CHF 3.38 CHF 300,000 100,000 300,000 100,000 966,354 CHF 323,118 CHF 99.33% 99.33%
11/07/2024 0.28% 3.35 CHF 3.36 CHF 300,000 100,000 300,000 100,000 1,060,330 CHF 354,445 CHF 98.09% 98.09%
10/07/2024 0.29% 3.53 CHF 3.54 CHF 300,000 100,000 300,000 100,000 1,046,910 CHF 349,972 CHF 99.17% 99.17%
09/07/2024 0.28% 3.45 CHF 3.46 CHF 300,000 100,000 300,000 100,000 1,068,070 CHF 357,024 CHF 99.36% 99.36%
08/07/2024 0.29% 3.51 CHF 3.52 CHF 300,000 100,000 300,000 100,000 1,030,710 CHF 344,571 CHF 99.38% 99.38%
05/07/2024 0.32% 3.35 CHF 3.36 CHF 300,000 100,000 300,000 100,000 932,248 CHF 311,749 CHF 99.28% 99.28%
04/07/2024 0.33% 3.00 CHF 3.01 CHF 300,000 100,000 300,000 100,000 906,105 CHF 303,035 CHF 99.37% 99.37%
03/07/2024 0.35% 3.02 CHF 3.03 CHF 300,000 100,000 300,000 100,000 867,635 CHF 290,212 CHF 99.24% 99.24%
02/07/2024 0.37% 2.78 CHF 2.79 CHF 300,000 100,000 300,000 100,000 819,208 CHF 274,069 CHF 99.11% 99.11%

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