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 0.42% 2.36 CHF 2.37 CHF 115,000 115,000 114,526 114,526 270,300 CHF 271,445 CHF 100.00% 100.00%
12/07/2024 0.42% 2.38 CHF 2.39 CHF 115,000 115,000 114,526 114,526 269,739 CHF 270,884 CHF 99.98% 99.98%
11/07/2024 0.43% 2.32 CHF 2.33 CHF 115,000 115,000 114,471 114,471 264,087 CHF 265,232 CHF 99.99% 99.99%
10/07/2024 0.44% 2.29 CHF 2.30 CHF 115,000 115,000 119,472 119,472 270,646 CHF 271,840 CHF 100.00% 100.00%
09/07/2024 0.44% 2.24 CHF 2.25 CHF 120,000 120,000 119,505 119,505 269,783 CHF 270,978 CHF 99.94% 99.94%
08/07/2024 0.44% 2.29 CHF 2.30 CHF 120,000 120,000 119,330 119,330 272,567 CHF 273,760 CHF 100.00% 100.00%
05/07/2024 0.44% 2.24 CHF 2.25 CHF 120,000 120,000 119,400 119,400 271,681 CHF 272,875 CHF 99.91% 99.91%
04/07/2024 0.44% 2.28 CHF 2.29 CHF 120,000 120,000 119,505 119,505 271,369 CHF 272,564 CHF 100.00% 100.00%
03/07/2024 0.45% 2.24 CHF 2.25 CHF 120,000 120,000 119,505 119,505 265,791 CHF 266,986 CHF 100.00% 100.00%
02/07/2024 0.45% 2.21 CHF 2.22 CHF 120,000 120,000 119,503 119,503 262,303 CHF 263,498 CHF 99.66% 99.66%

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