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 0.52% 1.89 CHF 1.90 CHF 40,500 40,500 39,445 39,445 75,966 CHF 76,361 CHF 100.00% 100.00%
12/07/2024 0.49% 2.09 CHF 2.10 CHF 43,000 43,000 41,881 41,881 85,049 CHF 85,467 CHF 100.00% 100.00%
11/07/2024 0.50% 1.89 CHF 1.90 CHF 41,100 41,100 40,030 40,030 79,971 CHF 80,371 CHF 99.99% 99.99%
10/07/2024 0.52% 1.99 CHF 2.00 CHF 41,000 41,000 39,932 39,932 77,291 CHF 77,690 CHF 100.00% 100.00%
09/07/2024 0.49% 2.01 CHF 2.02 CHF 41,400 41,400 40,321 40,321 82,519 CHF 82,922 CHF 100.00% 100.00%
08/07/2024 0.49% 1.99 CHF 2.00 CHF 37,700 37,700 36,718 36,718 75,392 CHF 75,759 CHF 100.00% 100.00%
05/07/2024 0.45% 2.18 CHF 2.19 CHF 35,500 35,500 34,573 34,573 76,340 CHF 76,686 CHF 99.81% 99.81%
04/07/2024 0.43% 2.38 CHF 2.39 CHF 36,300 36,300 35,349 35,349 82,808 CHF 83,161 CHF 99.49% 99.49%
03/07/2024 0.46% 2.33 CHF 2.34 CHF 40,900 40,900 39,827 39,827 87,463 CHF 87,862 CHF 99.35% 99.35%
02/07/2024 0.51% 1.97 CHF 1.98 CHF 39,500 39,500 39,045 39,045 76,755 CHF 77,145 CHF 100.00% 100.00%

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