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% 2.37 CHF 2.38 CHF 54,000 54,000 53,046 53,046 127,153 CHF 127,683 CHF 100.00% 100.00%
12/07/2024 0.42% 2.42 CHF 2.43 CHF 53,000 53,000 53,163 53,163 127,296 CHF 127,827 CHF 100.00% 100.00%
11/07/2024 0.42% 2.36 CHF 2.37 CHF 54,000 54,000 53,790 53,790 127,251 CHF 127,790 CHF 100.00% 100.00%
10/07/2024 0.42% 2.37 CHF 2.38 CHF 54,000 54,000 53,809 53,809 127,337 CHF 127,875 CHF 100.00% 100.00%
09/07/2024 0.43% 2.32 CHF 2.33 CHF 54,000 54,000 54,334 54,334 125,997 CHF 126,540 CHF 100.00% 100.00%
08/07/2024 0.42% 2.38 CHF 2.39 CHF 53,000 53,000 53,913 53,913 127,796 CHF 128,336 CHF 100.00% 100.00%
05/07/2024 0.42% 2.34 CHF 2.35 CHF 54,000 54,000 54,000 54,000 127,380 CHF 127,920 CHF 99.82% 99.82%
04/07/2024 0.42% 2.36 CHF 2.37 CHF 54,000 54,000 54,000 54,000 127,264 CHF 127,804 CHF 99.50% 99.50%
03/07/2024 0.42% 2.37 CHF 2.38 CHF 54,000 54,000 53,814 53,814 127,667 CHF 128,205 CHF 99.35% 99.35%
02/07/2024 0.47% 2.34 CHF 2.35 CHF 54,000 54,000 51,553 51,553 121,138 CHF 121,659 CHF 100.00% 100.00%

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