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 0.34% 2.86 CHF 2.87 CHF 125,000 125,000 124,098 124,098 359,274 CHF 360,515 CHF 99.99% 99.99%
12/07/2024 0.35% 2.88 CHF 2.89 CHF 125,000 125,000 124,275 124,275 357,911 CHF 359,154 CHF 100.00% 100.00%
11/07/2024 0.35% 2.87 CHF 2.88 CHF 125,000 125,000 123,911 123,911 358,969 CHF 360,210 CHF 99.99% 99.99%
10/07/2024 0.35% 2.86 CHF 2.87 CHF 125,000 125,000 125,353 125,353 356,297 CHF 357,550 CHF 100.00% 100.00%
09/07/2024 0.35% 2.82 CHF 2.83 CHF 126,000 126,000 125,813 125,813 356,188 CHF 357,447 CHF 100.00% 100.00%
08/07/2024 0.36% 2.81 CHF 2.82 CHF 126,000 126,000 126,255 126,255 354,495 CHF 355,758 CHF 100.00% 100.00%
05/07/2024 0.36% 2.77 CHF 2.78 CHF 127,000 127,000 126,927 126,927 353,463 CHF 354,732 CHF 100.00% 100.00%
04/07/2024 0.35% 2.82 CHF 2.83 CHF 126,000 126,000 126,065 126,065 355,496 CHF 356,757 CHF 100.00% 100.00%
03/07/2024 0.36% 2.79 CHF 2.80 CHF 127,000 127,000 126,936 126,936 354,039 CHF 355,308 CHF 100.00% 100.00%
02/07/2024 0.35% 2.83 CHF 2.84 CHF 126,000 126,000 125,711 125,711 355,613 CHF 356,870 CHF 100.00% 100.00%

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