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 0.42% 2.49 CHF 2.50 CHF 450,000 450,000 450,000 450,000 1,066,540 CHF 1,071,040 CHF 100.00% 100.00%
12/07/2024 0.45% 2.39 CHF 2.40 CHF 500,000 500,000 500,000 499,999 1,113,290 CHF 1,118,280 CHF 100.00% 100.00%
11/07/2024 0.38% 2.39 CHF 2.40 CHF 400,000 400,000 399,113 399,113 1,052,590 CHF 1,056,580 CHF 100.00% 100.00%
10/07/2024 0.39% 2.52 CHF 2.53 CHF 450,000 450,000 450,000 449,999 1,139,800 CHF 1,144,290 CHF 100.00% 100.00%
09/07/2024 0.40% 2.49 CHF 2.50 CHF 450,000 450,000 450,000 450,000 1,136,370 CHF 1,140,870 CHF 100.00% 100.00%
08/07/2024 0.41% 2.42 CHF 2.43 CHF 450,000 450,000 450,000 450,000 1,082,990 CHF 1,087,490 CHF 100.00% 100.00%
05/07/2024 0.44% 2.37 CHF 2.38 CHF 500,000 500,000 498,810 498,809 1,136,180 CHF 1,141,170 CHF 100.00% 100.00%
04/07/2024 0.44% 2.23 CHF 2.24 CHF 500,000 500,000 500,000 500,000 1,121,990 CHF 1,126,990 CHF 97.80% 97.80%
03/07/2024 0.47% 2.18 CHF 2.19 CHF 500,000 500,000 498,791 498,791 1,057,500 CHF 1,062,490 CHF 98.25% 98.25%
02/07/2024 0.52% 2.01 CHF 2.02 CHF 500,000 500,000 499,705 499,705 950,793 CHF 955,790 CHF 100.00% 100.00%

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