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% 2.92 CHF 2.93 CHF 24,000 24,000 23,172 23,172 68,927 CHF 69,159 CHF 100.00% 100.00%
12/07/2024 0.34% 3.02 CHF 3.03 CHF 23,000 23,000 23,255 23,255 69,125 CHF 69,358 CHF 100.00% 100.00%
11/07/2024 0.35% 2.95 CHF 2.96 CHF 23,000 23,000 23,691 23,691 68,036 CHF 68,273 CHF 99.95% 99.95%
10/07/2024 0.36% 2.77 CHF 2.78 CHF 24,000 24,000 23,775 23,775 66,599 CHF 66,837 CHF 100.00% 100.00%
09/07/2024 0.35% 2.87 CHF 2.88 CHF 24,000 24,000 23,502 23,502 68,579 CHF 68,814 CHF 99.59% 99.59%
08/07/2024 0.35% 2.90 CHF 2.91 CHF 24,000 24,000 23,548 23,548 68,546 CHF 68,782 CHF 99.97% 99.97%
05/07/2024 0.35% 2.85 CHF 2.86 CHF 24,000 24,000 23,775 23,775 68,797 CHF 69,035 CHF 100.00% 100.00%
04/07/2024 0.35% 2.93 CHF 2.94 CHF 24,000 24,000 23,775 23,775 68,711 CHF 68,949 CHF 100.00% 100.00%
03/07/2024 0.35% 2.80 CHF 2.81 CHF 24,000 24,000 23,680 23,680 68,383 CHF 68,620 CHF 100.00% 100.00%
02/07/2024 0.36% 2.86 CHF 2.87 CHF 24,000 24,000 23,773 23,773 66,337 CHF 66,575 CHF 99.39% 99.39%

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