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 3.02% 0.33 CHF 0.34 CHF 1,000,000 100,000 1,000,000 100,000 326,255 CHF 33,626 CHF 99.27% 99.27%
12/07/2024 3.02% 0.34 CHF 0.35 CHF 1,000,000 100,000 1,000,000 100,000 326,797 CHF 33,680 CHF 99.27% 99.27%
11/07/2024 2.84% 0.35 CHF 0.36 CHF 1,000,000 100,000 1,000,000 100,000 347,398 CHF 35,740 CHF 99.26% 99.26%
10/07/2024 2.94% 0.33 CHF 0.34 CHF 1,000,000 100,000 1,000,000 100,000 335,085 CHF 34,509 CHF 99.27% 99.27%
09/07/2024 2.99% 0.34 CHF 0.35 CHF 1,000,000 100,000 1,000,000 100,000 332,264 CHF 34,226 CHF 99.27% 99.27%
08/07/2024 3.33% 0.29 CHF 0.30 CHF 1,000,000 100,000 1,000,000 100,000 295,332 CHF 30,533 CHF 99.24% 99.24%
05/07/2024 2.95% 0.31 CHF 0.32 CHF 1,000,000 100,000 1,000,000 100,000 334,411 CHF 34,441 CHF 99.27% 99.27%
04/07/2024 2.74% 0.37 CHF 0.38 CHF 1,000,000 100,000 1,000,000 100,000 360,656 CHF 37,066 CHF 99.27% 99.27%
03/07/2024 2.93% 0.34 CHF 0.35 CHF 1,000,000 100,000 1,000,000 100,000 337,014 CHF 34,701 CHF 99.27% 99.27%
02/07/2024 2.95% 0.36 CHF 0.37 CHF 1,000,000 100,000 1,000,000 100,000 334,664 CHF 34,466 CHF 99.27% 99.27%

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