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 0.85% 2.36 CHF 2.38 CHF 97,000 97,000 96,255 96,255 224,381 CHF 226,306 CHF 100.00% 100.00%
12/07/2024 0.86% 2.34 CHF 2.36 CHF 96,000 96,000 96,229 96,229 223,637 CHF 225,562 CHF 100.00% 100.00%
11/07/2024 0.85% 2.30 CHF 2.32 CHF 96,000 96,000 96,683 96,683 227,694 CHF 229,629 CHF 99.98% 99.98%
10/07/2024 0.81% 2.42 CHF 2.44 CHF 98,000 98,000 98,664 98,664 241,914 CHF 243,887 CHF 100.00% 100.00%
09/07/2024 0.83% 2.46 CHF 2.48 CHF 99,000 99,000 97,597 97,597 234,533 CHF 236,487 CHF 99.76% 99.76%
08/07/2024 0.80% 2.50 CHF 2.52 CHF 99,000 99,000 99,063 99,063 245,768 CHF 247,750 CHF 99.30% 99.30%
05/07/2024 0.80% 2.49 CHF 2.51 CHF 99,000 99,000 99,200 99,200 246,559 CHF 248,543 CHF 100.00% 100.00%
04/07/2024 0.79% 2.50 CHF 2.52 CHF 100,000 100,000 99,748 99,748 250,598 CHF 252,592 CHF 99.63% 99.63%
03/07/2024 0.79% 2.54 CHF 2.56 CHF 100,000 100,000 100,166 100,166 253,848 CHF 255,851 CHF 100.00% 100.00%
02/07/2024 0.74% 2.66 CHF 2.68 CHF 103,000 103,000 103,699 103,699 280,558 CHF 282,632 CHF 100.00% 100.00%

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