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% 2.72 CHF 2.73 CHF 125,000 125,000 124,098 124,098 341,742 CHF 342,983 CHF 100.00% 100.00%
12/07/2024 0.36% 2.73 CHF 2.74 CHF 125,000 125,000 124,275 124,275 340,360 CHF 341,603 CHF 100.00% 100.00%
11/07/2024 0.36% 2.73 CHF 2.74 CHF 125,000 125,000 123,910 123,910 341,492 CHF 342,732 CHF 99.98% 99.98%
10/07/2024 0.37% 2.72 CHF 2.73 CHF 125,000 125,000 125,353 125,353 338,572 CHF 339,825 CHF 100.00% 100.00%
09/07/2024 0.37% 2.68 CHF 2.69 CHF 126,000 126,000 125,829 125,829 338,391 CHF 339,649 CHF 100.00% 100.00%
08/07/2024 0.37% 2.67 CHF 2.68 CHF 126,000 126,000 126,254 126,254 336,636 CHF 337,899 CHF 99.99% 99.99%
05/07/2024 0.38% 2.63 CHF 2.64 CHF 127,000 127,000 126,927 126,927 335,502 CHF 336,771 CHF 100.00% 100.00%
04/07/2024 0.37% 2.68 CHF 2.69 CHF 126,000 126,000 126,065 126,065 337,607 CHF 338,868 CHF 100.00% 100.00%
03/07/2024 0.38% 2.65 CHF 2.66 CHF 127,000 127,000 126,936 126,936 336,086 CHF 337,355 CHF 100.00% 100.00%
02/07/2024 0.37% 2.69 CHF 2.70 CHF 126,000 126,000 125,711 125,711 337,815 CHF 339,072 CHF 100.00% 100.00%

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