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 0.43% 2.37 CHF 2.38 CHF 40,000 40,000 40,000 40,000 93,318 CHF 93,718 CHF 100.00% 100.00%
12/07/2024 0.43% 2.35 CHF 2.36 CHF 40,000 40,000 40,000 40,000 92,849 CHF 93,249 CHF 98.39% 98.39%
11/07/2024 0.43% 2.28 CHF 2.29 CHF 40,000 40,000 40,000 40,000 92,521 CHF 92,921 CHF 99.43% 99.43%
10/07/2024 0.43% 2.36 CHF 2.37 CHF 40,000 40,000 40,000 40,000 93,780 CHF 94,180 CHF 99.78% 99.78%
09/07/2024 0.43% 2.34 CHF 2.35 CHF 40,000 40,000 40,000 40,000 92,585 CHF 92,985 CHF 100.00% 100.00%
08/07/2024 0.44% 2.33 CHF 2.34 CHF 40,000 40,000 40,000 40,000 91,741 CHF 92,141 CHF 98.98% 98.98%
05/07/2024 0.44% 2.28 CHF 2.29 CHF 40,000 40,000 40,000 40,000 91,244 CHF 91,644 CHF 100.00% 100.00%
04/07/2024 0.43% 2.33 CHF 2.34 CHF 40,000 40,000 40,000 40,000 93,389 CHF 93,789 CHF 98.16% 98.16%
03/07/2024 0.42% 2.40 CHF 2.41 CHF 40,000 40,000 40,000 40,000 96,051 CHF 96,451 CHF 100.00% 100.00%
02/07/2024 0.40% 2.43 CHF 2.44 CHF 40,000 40,000 40,000 40,000 98,799 CHF 99,199 CHF 100.00% 100.00%

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