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% 2.82 CHF 2.83 CHF 48,000 48,000 26,883 26,883 75,744 CHF 76,013 CHF 100.00% 100.00%
12/07/2024 0.38% 2.77 CHF 2.78 CHF 48,000 48,000 27,020 27,020 73,483 CHF 73,754 CHF 99.94% 99.94%
11/07/2024 0.39% 2.71 CHF 2.72 CHF 48,000 48,000 26,674 26,674 71,988 CHF 72,258 CHF 99.43% 99.43%
10/07/2024 0.39% 2.67 CHF 2.68 CHF 52,000 52,000 28,350 28,350 74,885 CHF 75,169 CHF 99.84% 99.84%
09/07/2024 0.40% 2.57 CHF 2.58 CHF 52,000 52,000 28,793 28,793 74,127 CHF 74,416 CHF 99.65% 99.65%
08/07/2024 0.40% 2.55 CHF 2.56 CHF 52,000 52,000 28,716 28,716 73,509 CHF 73,797 CHF 100.00% 100.00%
05/07/2024 0.39% 2.65 CHF 2.66 CHF 52,000 52,000 28,692 28,692 75,049 CHF 75,336 CHF 99.53% 99.53%
04/07/2024 0.39% 2.59 CHF 2.60 CHF 26,000 26,000 23,314 23,314 59,971 CHF 60,204 CHF 98.93% 98.93%
03/07/2024 0.41% 2.57 CHF 2.58 CHF 52,000 52,000 28,221 28,221 70,349 CHF 70,632 CHF 98.24% 98.24%
02/07/2024 0.42% 2.39 CHF 2.40 CHF 52,000 52,000 28,612 28,612 69,030 CHF 69,316 CHF 100.00% 100.00%

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