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 0.43% 2.35 CHF 2.36 CHF 390,000 390,000 384,852 384,852 897,976 CHF 901,825 CHF 99.99% 99.99%
12/07/2024 0.43% 2.29 CHF 2.30 CHF 380,000 380,000 379,554 379,554 876,587 CHF 880,383 CHF 100.00% 100.00%
11/07/2024 0.43% 2.32 CHF 2.33 CHF 390,000 390,000 385,168 385,168 896,676 CHF 900,530 CHF 100.00% 100.00%
10/07/2024 0.41% 2.38 CHF 2.39 CHF 390,000 390,000 399,254 399,254 961,176 CHF 965,168 CHF 100.00% 100.00%
09/07/2024 0.41% 2.43 CHF 2.44 CHF 400,000 400,000 398,347 398,347 961,736 CHF 965,720 CHF 99.77% 99.77%
08/07/2024 0.42% 2.37 CHF 2.38 CHF 390,000 390,000 389,325 389,325 918,286 CHF 922,179 CHF 99.28% 99.28%
05/07/2024 0.43% 2.37 CHF 2.38 CHF 390,000 390,000 388,728 388,728 910,924 CHF 914,811 CHF 100.00% 100.00%
04/07/2024 0.42% 2.37 CHF 2.38 CHF 390,000 390,000 388,462 388,462 919,348 CHF 923,233 CHF 99.62% 99.62%
03/07/2024 0.42% 2.36 CHF 2.37 CHF 390,000 390,000 391,141 391,141 927,221 CHF 931,133 CHF 99.99% 99.99%
02/07/2024 0.42% 2.39 CHF 2.40 CHF 400,000 400,000 400,829 400,829 963,569 CHF 967,577 CHF 99.37% 99.37%

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