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 0.36% 2.79 CHF 2.80 CHF 48,000 48,000 26,883 26,883 74,997 CHF 75,267 CHF 100.00% 100.00%
12/07/2024 0.38% 2.75 CHF 2.76 CHF 48,000 48,000 27,021 27,021 72,777 CHF 73,048 CHF 99.94% 99.94%
11/07/2024 0.39% 2.69 CHF 2.70 CHF 48,000 48,000 26,671 26,671 71,304 CHF 71,574 CHF 99.43% 99.43%
10/07/2024 0.39% 2.65 CHF 2.66 CHF 52,000 52,000 28,350 28,350 74,145 CHF 74,429 CHF 99.84% 99.84%
09/07/2024 0.40% 2.54 CHF 2.55 CHF 52,000 52,000 28,796 28,796 73,378 CHF 73,666 CHF 99.66% 99.66%
08/07/2024 0.40% 2.52 CHF 2.53 CHF 52,000 52,000 28,716 28,716 72,709 CHF 72,998 CHF 100.00% 100.00%
05/07/2024 0.40% 2.62 CHF 2.63 CHF 52,000 52,000 28,694 28,694 74,309 CHF 74,596 CHF 99.54% 99.54%
04/07/2024 0.39% 2.56 CHF 2.57 CHF 26,000 26,000 23,314 23,314 59,392 CHF 59,625 CHF 98.94% 98.94%
03/07/2024 0.42% 2.55 CHF 2.56 CHF 52,000 52,000 28,222 28,222 69,603 CHF 69,886 CHF 98.22% 98.22%
02/07/2024 0.43% 2.36 CHF 2.37 CHF 52,000 52,000 28,612 28,612 68,229 CHF 68,516 CHF 100.00% 100.00%

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