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 0.44% 2.39 CHF 2.40 CHF 26,820 26,820 26,243 26,243 59,910 CHF 60,173 CHF 100.00% 100.00%
12/07/2024 0.44% 2.24 CHF 2.25 CHF 26,380 26,380 26,250 26,250 60,182 CHF 60,445 CHF 100.00% 100.00%
11/07/2024 0.43% 2.34 CHF 2.35 CHF 26,570 26,570 26,424 26,424 62,551 CHF 62,816 CHF 99.94% 99.94%
10/07/2024 0.42% 2.39 CHF 2.40 CHF 26,750 26,750 26,524 26,524 64,243 CHF 64,508 CHF 100.00% 100.00%
09/07/2024 0.42% 2.43 CHF 2.44 CHF 26,770 26,770 26,422 26,422 63,186 CHF 63,450 CHF 99.59% 99.59%
08/07/2024 0.42% 2.43 CHF 2.44 CHF 26,800 26,800 26,480 26,480 64,071 CHF 64,336 CHF 100.00% 100.00%
05/07/2024 0.42% 2.47 CHF 2.48 CHF 26,890 26,890 26,532 26,532 64,328 CHF 64,594 CHF 100.00% 100.00%
04/07/2024 0.42% 2.41 CHF 2.42 CHF 26,760 26,760 26,511 26,511 64,096 CHF 64,361 CHF 100.00% 100.00%
03/07/2024 0.41% 2.43 CHF 2.44 CHF 26,820 26,820 26,624 26,624 65,544 CHF 65,810 CHF 100.00% 100.00%
02/07/2024 0.40% 2.46 CHF 2.47 CHF 26,820 26,820 26,739 26,739 67,617 CHF 67,885 CHF 99.83% 99.83%

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