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 0.27% 3.56 CHF 3.57 CHF 200,000 200,000 200,000 200,000 730,964 CHF 732,964 CHF 100.00% 100.00%
12/07/2024 0.28% 3.87 CHF 3.88 CHF 200,000 200,000 200,000 200,000 709,048 CHF 711,048 CHF 99.84% 99.84%
11/07/2024 0.31% 3.44 CHF 3.45 CHF 200,000 200,000 200,000 200,000 654,080 CHF 656,080 CHF 81.92% 81.92%
10/07/2024 0.33% 3.18 CHF 3.19 CHF 200,000 200,000 200,000 200,000 612,479 CHF 614,479 CHF 96.18% 96.18%
09/07/2024 0.32% 2.84 CHF 2.85 CHF 200,000 200,000 200,000 200,000 618,166 CHF 620,166 CHF 99.65% 99.65%
08/07/2024 0.29% 3.32 CHF 3.33 CHF 200,000 200,000 200,000 200,000 684,839 CHF 686,839 CHF 100.00% 100.00%
05/07/2024 0.29% 3.30 CHF 3.31 CHF 200,000 200,000 200,000 200,000 698,829 CHF 700,829 CHF 98.74% 98.74%
04/07/2024 0.31% 3.29 CHF 3.30 CHF 200,000 200,000 200,000 200,000 648,842 CHF 650,842 CHF 100.00% 100.00%
03/07/2024 0.33% 3.17 CHF 3.18 CHF 200,000 200,000 200,000 200,000 611,665 CHF 613,665 CHF 99.12% 99.12%
02/07/2024 0.37% 2.76 CHF 2.77 CHF 200,000 200,000 200,000 200,000 538,272 CHF 540,272 CHF 99.43% 99.43%

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