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 0.37% 2.66 CHF 2.67 CHF 37,300 37,300 36,535 36,535 99,311 CHF 99,676 CHF 100.00% 100.00%
12/07/2024 0.37% 2.76 CHF 2.77 CHF 36,600 36,600 36,527 36,527 99,243 CHF 99,608 CHF 100.00% 100.00%
11/07/2024 0.38% 2.69 CHF 2.70 CHF 36,900 36,900 36,760 36,760 98,438 CHF 98,806 CHF 99.79% 99.79%
10/07/2024 0.39% 2.63 CHF 2.64 CHF 37,500 37,500 37,299 37,299 96,716 CHF 97,090 CHF 100.00% 100.00%
09/07/2024 0.38% 2.59 CHF 2.60 CHF 37,700 37,700 37,042 37,042 97,313 CHF 97,684 CHF 100.00% 100.00%
08/07/2024 0.38% 2.62 CHF 2.63 CHF 37,500 37,500 37,004 37,004 97,262 CHF 97,632 CHF 100.00% 100.00%
05/07/2024 0.38% 2.62 CHF 2.63 CHF 37,500 37,500 36,846 36,846 98,015 CHF 98,384 CHF 100.00% 100.00%
04/07/2024 0.38% 2.66 CHF 2.67 CHF 37,200 37,200 37,134 37,134 97,337 CHF 97,709 CHF 100.00% 100.00%
03/07/2024 0.39% 2.57 CHF 2.58 CHF 37,900 37,900 37,344 37,344 96,828 CHF 97,201 CHF 99.88% 99.88%
02/07/2024 0.40% 2.54 CHF 2.55 CHF 38,000 38,000 37,878 37,878 94,873 CHF 95,252 CHF 100.00% 100.00%

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