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 0.41% 2.37 CHF 2.38 CHF 40,000 40,000 40,000 40,000 96,852 CHF 97,252 CHF 100.00% 100.00%
12/07/2024 0.41% 2.47 CHF 2.48 CHF 40,000 40,000 40,000 40,000 96,755 CHF 97,155 CHF 99.01% 99.01%
11/07/2024 0.43% 2.40 CHF 2.41 CHF 40,000 40,000 40,000 40,000 92,755 CHF 93,155 CHF 99.97% 99.97%
10/07/2024 0.44% 2.22 CHF 2.23 CHF 40,000 40,000 40,000 40,000 89,907 CHF 90,307 CHF 99.85% 99.85%
09/07/2024 0.42% 2.32 CHF 2.33 CHF 40,000 40,000 40,000 40,000 94,625 CHF 95,025 CHF 100.00% 100.00%
08/07/2024 0.42% 2.35 CHF 2.36 CHF 40,000 40,000 40,000 40,000 94,368 CHF 94,768 CHF 100.00% 100.00%
05/07/2024 0.43% 2.30 CHF 2.31 CHF 40,000 40,000 40,000 40,000 93,584 CHF 93,984 CHF 100.00% 100.00%
04/07/2024 0.43% 2.38 CHF 2.39 CHF 40,000 40,000 40,000 40,000 93,478 CHF 93,878 CHF 100.00% 100.00%
03/07/2024 0.43% 2.24 CHF 2.25 CHF 40,000 40,000 40,000 40,000 93,402 CHF 93,802 CHF 99.25% 99.25%
02/07/2024 0.45% 2.30 CHF 2.31 CHF 40,000 40,000 40,000 40,000 89,470 CHF 89,870 CHF 99.96% 99.96%

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