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 0.44% 2.20 CHF 2.21 CHF 26,820 26,820 26,243 26,243 60,350 CHF 60,613 CHF 100.00% 100.00%
12/07/2024 0.44% 2.35 CHF 2.36 CHF 26,370 26,370 26,249 26,249 60,275 CHF 60,537 CHF 100.00% 100.00%
11/07/2024 0.45% 2.25 CHF 2.26 CHF 26,560 26,560 26,423 26,423 58,748 CHF 59,013 CHF 100.00% 100.00%
10/07/2024 0.46% 2.21 CHF 2.22 CHF 26,730 26,730 26,525 26,525 57,617 CHF 57,883 CHF 100.00% 100.00%
09/07/2024 0.46% 2.16 CHF 2.17 CHF 26,770 26,770 26,421 26,421 58,282 CHF 58,546 CHF 99.58% 99.58%
08/07/2024 0.46% 2.16 CHF 2.17 CHF 26,800 26,800 26,480 26,480 57,698 CHF 57,963 CHF 100.00% 100.00%
05/07/2024 0.46% 2.14 CHF 2.15 CHF 26,870 26,870 26,532 26,532 57,856 CHF 58,122 CHF 99.80% 99.80%
04/07/2024 0.46% 2.19 CHF 2.20 CHF 26,770 26,770 26,511 26,511 58,036 CHF 58,301 CHF 100.00% 100.00%
03/07/2024 0.47% 2.18 CHF 2.19 CHF 26,820 26,820 26,624 26,624 57,172 CHF 57,439 CHF 100.00% 100.00%
02/07/2024 0.48% 2.15 CHF 2.16 CHF 26,820 26,820 26,740 26,740 55,706 CHF 55,974 CHF 99.96% 99.96%

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