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 0.40% 2.44 CHF 2.45 CHF 54,000 54,000 53,046 53,046 131,013 CHF 131,544 CHF 100.00% 100.00%
12/07/2024 0.40% 2.49 CHF 2.50 CHF 53,000 53,000 53,163 53,163 131,159 CHF 131,690 CHF 100.00% 100.00%
11/07/2024 0.41% 2.43 CHF 2.44 CHF 54,000 54,000 53,790 53,790 131,142 CHF 131,680 CHF 99.99% 99.99%
10/07/2024 0.41% 2.44 CHF 2.45 CHF 54,000 54,000 53,809 53,809 131,230 CHF 131,768 CHF 100.00% 100.00%
09/07/2024 0.42% 2.39 CHF 2.40 CHF 54,000 54,000 54,334 54,334 129,929 CHF 130,473 CHF 99.99% 99.99%
08/07/2024 0.41% 2.46 CHF 2.47 CHF 53,000 53,000 53,913 53,913 131,678 CHF 132,217 CHF 100.00% 100.00%
05/07/2024 0.41% 2.41 CHF 2.42 CHF 54,000 54,000 54,000 54,000 131,299 CHF 131,839 CHF 99.82% 99.82%
04/07/2024 0.41% 2.43 CHF 2.44 CHF 54,000 54,000 54,000 54,000 131,171 CHF 131,711 CHF 99.50% 99.50%
03/07/2024 0.41% 2.44 CHF 2.45 CHF 54,000 54,000 53,814 53,814 131,590 CHF 132,129 CHF 99.36% 99.36%
02/07/2024 0.45% 2.41 CHF 2.42 CHF 54,000 54,000 51,553 51,553 124,850 CHF 125,371 CHF 100.00% 100.00%

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