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 0.09% 58.20 CHF 58.25 CHF 2,800 2,800 2,774 2,774 162,427 CHF 162,566 CHF 100.00% 100.00%
12/07/2024 0.09% 58.35 CHF 58.40 CHF 2,800 2,800 2,779 2,779 161,850 CHF 161,989 CHF 100.00% 100.00%
11/07/2024 0.09% 58.65 CHF 58.70 CHF 2,800 2,800 2,774 2,774 162,733 CHF 162,872 CHF 99.20% 99.20%
10/07/2024 0.09% 58.55 CHF 58.60 CHF 2,800 2,800 2,774 2,774 161,490 CHF 161,629 CHF 100.00% 100.00%
09/07/2024 0.09% 57.75 CHF 57.80 CHF 2,800 2,800 2,792 2,792 161,658 CHF 161,798 CHF 100.00% 100.00%
08/07/2024 0.09% 57.65 CHF 57.70 CHF 2,900 2,900 2,790 2,790 161,453 CHF 161,593 CHF 99.90% 99.90%
05/07/2024 0.09% 56.70 CHF 56.75 CHF 2,900 2,900 2,873 2,873 163,678 CHF 163,822 CHF 100.00% 100.00%
04/07/2024 0.09% 57.00 CHF 57.05 CHF 2,900 2,900 2,873 2,873 163,463 CHF 163,607 CHF 100.00% 100.00%
03/07/2024 0.09% 56.15 CHF 56.20 CHF 2,900 2,900 2,880 2,880 161,314 CHF 161,458 CHF 99.81% 99.81%
02/07/2024 0.09% 56.90 CHF 56.95 CHF 2,900 2,900 2,873 2,873 162,665 CHF 162,809 CHF 99.39% 99.39%

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