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 0.26% 3.84 CHF 3.85 CHF 300,000 100,000 300,000 100,000 1,151,830 CHF 384,942 CHF 98.45% 98.45%
12/07/2024 0.27% 3.80 CHF 3.81 CHF 300,000 100,000 300,000 100,000 1,092,940 CHF 365,314 CHF 99.28% 99.28%
11/07/2024 0.25% 3.77 CHF 3.78 CHF 300,000 100,000 300,000 100,000 1,187,700 CHF 396,900 CHF 98.06% 98.06%
10/07/2024 0.26% 3.96 CHF 3.97 CHF 300,000 100,000 300,000 100,000 1,174,630 CHF 392,542 CHF 99.23% 99.23%
09/07/2024 0.25% 3.87 CHF 3.88 CHF 300,000 100,000 300,000 100,000 1,195,000 CHF 399,333 CHF 99.39% 99.39%
08/07/2024 0.26% 3.93 CHF 3.94 CHF 300,000 100,000 300,000 100,000 1,157,650 CHF 386,883 CHF 99.33% 99.33%
05/07/2024 0.28% 3.76 CHF 3.77 CHF 300,000 100,000 300,000 100,000 1,059,010 CHF 354,002 CHF 99.27% 99.27%
04/07/2024 0.29% 3.42 CHF 3.43 CHF 300,000 100,000 300,000 100,000 1,032,890 CHF 345,298 CHF 99.38% 99.38%
03/07/2024 0.30% 3.44 CHF 3.45 CHF 300,000 100,000 300,000 100,000 993,779 CHF 332,260 CHF 99.16% 99.16%
02/07/2024 0.32% 3.20 CHF 3.21 CHF 300,000 100,000 300,000 100,000 944,522 CHF 315,841 CHF 99.28% 99.28%

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