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 0.32% 45.70 CHF 45.85 CHF 1,800 1,800 1,793 1,793 83,743 CHF 84,012 CHF 99.99% 99.99%
12/07/2024 0.33% 47.40 CHF 47.55 CHF 1,900 1,900 1,970 1,970 88,561 CHF 88,857 CHF 100.00% 100.00%
11/07/2024 0.24% 42.60 CHF 42.70 CHF 2,100 2,100 2,091 2,091 87,950 CHF 88,159 CHF 99.85% 99.85%
10/07/2024 0.24% 40.90 CHF 41.00 CHF 2,100 2,100 2,091 2,091 85,520 CHF 85,730 CHF 100.00% 100.00%
09/07/2024 0.24% 40.55 CHF 40.65 CHF 2,100 2,100 2,091 2,091 86,775 CHF 86,984 CHF 100.00% 100.00%
08/07/2024 0.25% 40.95 CHF 41.05 CHF 2,100 2,100 2,091 2,091 86,972 CHF 87,186 CHF 100.00% 100.00%
05/07/2024 0.35% 41.20 CHF 41.35 CHF 1,900 1,900 1,892 1,892 80,615 CHF 80,898 CHF 99.99% 99.99%
04/07/2024 0.33% 46.10 CHF 46.25 CHF 1,900 1,900 1,885 1,885 86,818 CHF 87,100 CHF 100.00% 100.00%
03/07/2024 0.32% 45.40 CHF 45.55 CHF 1,900 1,900 1,851 1,851 85,680 CHF 85,958 CHF 99.98% 99.98%
02/07/2024 0.33% 46.05 CHF 46.20 CHF 1,900 1,900 1,892 1,892 84,902 CHF 85,186 CHF 99.96% 99.96%

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