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 0.39% 2.54 CHF 2.55 CHF 60,000 60,000 60,000 60,000 153,703 CHF 154,303 CHF 100.00% 100.00%
12/07/2024 0.40% 2.53 CHF 2.54 CHF 60,000 60,000 60,000 60,000 151,444 CHF 152,044 CHF 98.97% 98.97%
11/07/2024 0.39% 2.53 CHF 2.54 CHF 60,000 60,000 60,000 60,000 152,862 CHF 153,462 CHF 99.75% 99.75%
10/07/2024 0.40% 2.52 CHF 2.53 CHF 60,000 60,000 60,000 60,000 149,995 CHF 150,595 CHF 99.83% 99.83%
09/07/2024 0.39% 2.53 CHF 2.54 CHF 60,000 60,000 60,000 60,000 151,837 CHF 152,437 CHF 100.00% 100.00%
08/07/2024 0.41% 2.51 CHF 2.52 CHF 60,000 60,000 60,000 60,000 147,530 CHF 148,130 CHF 100.00% 100.00%
05/07/2024 0.42% 2.36 CHF 2.37 CHF 60,000 60,000 60,000 60,000 143,025 CHF 143,625 CHF 100.00% 100.00%
04/07/2024 0.42% 2.39 CHF 2.40 CHF 60,000 60,000 60,000 60,000 142,487 CHF 143,087 CHF 100.00% 100.00%
03/07/2024 0.43% 2.34 CHF 2.35 CHF 60,000 60,000 60,000 60,000 140,302 CHF 140,902 CHF 99.51% 99.51%
02/07/2024 0.42% 2.40 CHF 2.41 CHF 60,000 60,000 60,000 60,000 141,866 CHF 142,466 CHF 100.00% 100.00%

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