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% 2.76 CHF 2.77 CHF 38,000 38,000 38,080 38,080 105,082 CHF 105,463 CHF 100.00% 100.00%
12/07/2024 0.36% 2.76 CHF 2.77 CHF 38,000 38,000 38,222 38,222 105,045 CHF 105,427 CHF 100.00% 100.00%
11/07/2024 0.36% 2.80 CHF 2.81 CHF 38,000 38,000 37,999 37,999 105,391 CHF 105,771 CHF 99.96% 99.96%
10/07/2024 0.38% 2.66 CHF 2.67 CHF 39,000 39,000 39,178 39,178 103,347 CHF 103,739 CHF 100.00% 100.00%
09/07/2024 0.38% 2.65 CHF 2.66 CHF 39,000 39,000 38,999 38,999 103,215 CHF 103,605 CHF 100.00% 100.00%
08/07/2024 0.37% 2.68 CHF 2.69 CHF 39,000 39,000 38,848 38,848 105,401 CHF 105,790 CHF 99.72% 99.72%
05/07/2024 0.36% 2.75 CHF 2.76 CHF 38,000 38,000 38,077 38,077 105,685 CHF 106,065 CHF 100.00% 100.00%
04/07/2024 0.36% 2.78 CHF 2.79 CHF 38,000 38,000 38,000 38,000 105,034 CHF 105,414 CHF 100.00% 100.00%
03/07/2024 0.36% 2.77 CHF 2.78 CHF 38,000 38,000 38,271 38,271 104,894 CHF 105,277 CHF 100.00% 100.00%
02/07/2024 0.38% 2.65 CHF 2.66 CHF 39,000 39,000 39,512 39,512 103,268 CHF 103,663 CHF 100.00% 100.00%

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