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 0.43% 2.24 CHF 2.25 CHF 40,000 40,000 39,626 39,626 92,785 CHF 93,182 CHF 100.00% 100.00%
12/07/2024 0.43% 2.39 CHF 2.40 CHF 40,000 40,000 39,625 39,625 92,631 CHF 93,028 CHF 100.00% 100.00%
11/07/2024 0.45% 2.29 CHF 2.30 CHF 40,000 40,000 39,621 39,621 89,728 CHF 90,125 CHF 99.10% 99.10%
10/07/2024 0.46% 2.25 CHF 2.26 CHF 40,000 40,000 39,626 39,626 87,689 CHF 88,086 CHF 100.00% 100.00%
09/07/2024 0.45% 2.20 CHF 2.21 CHF 40,000 40,000 39,623 39,623 89,032 CHF 89,428 CHF 99.58% 99.58%
08/07/2024 0.45% 2.21 CHF 2.22 CHF 40,000 40,000 39,625 39,625 87,956 CHF 88,353 CHF 100.00% 100.00%
05/07/2024 0.45% 2.18 CHF 2.19 CHF 40,000 40,000 39,625 39,624 88,016 CHF 88,410 CHF 100.00% 100.00%
04/07/2024 0.45% 2.23 CHF 2.24 CHF 40,000 40,000 39,625 39,625 88,350 CHF 88,746 CHF 100.00% 100.00%
03/07/2024 0.46% 2.22 CHF 2.23 CHF 40,000 40,000 39,625 39,625 86,714 CHF 87,111 CHF 100.00% 100.00%
02/07/2024 0.47% 2.19 CHF 2.20 CHF 40,000 40,000 39,627 39,625 84,131 CHF 84,524 CHF 100.00% 100.00%

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