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 1.35% 2.30 CHF 2.31 CHF 39,000 39,000 21,811 21,811 50,116 CHF 50,685 CHF 100.00% 100.00%
12/07/2024 1.37% 2.30 CHF 2.31 CHF 39,000 39,000 21,889 21,889 49,704 CHF 50,274 CHF 100.00% 100.00%
11/07/2024 1.38% 2.23 CHF 2.24 CHF 40,000 40,000 22,032 22,032 49,295 CHF 49,867 CHF 99.98% 99.98%
10/07/2024 1.57% 2.07 CHF 2.08 CHF 40,000 40,000 21,657 21,657 43,886 CHF 44,458 CHF 100.00% 100.00%
09/07/2024 1.47% 2.01 CHF 2.02 CHF 40,000 40,000 21,920 21,920 45,540 CHF 46,107 CHF 99.77% 99.77%
08/07/2024 1.47% 2.12 CHF 2.13 CHF 40,000 40,000 22,099 22,099 46,650 CHF 47,222 CHF 99.30% 99.30%
05/07/2024 1.43% 2.14 CHF 2.15 CHF 40,000 40,000 17,347 17,347 37,392 CHF 37,777 CHF 99.90% 99.90%
04/07/2024 1.60% 2.19 CHF 2.22 CHF 20,000 20,000 17,881 17,881 39,174 CHF 39,795 CHF 99.64% 99.64%
03/07/2024 1.44% 2.18 CHF 2.19 CHF 40,000 40,000 22,046 22,046 47,474 CHF 48,046 CHF 100.00% 100.00%
02/07/2024 1.52% 2.11 CHF 2.12 CHF 40,000 40,000 21,186 21,186 44,512 CHF 45,059 CHF 100.00% 100.00%

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