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 0.45% 2.21 CHF 2.22 CHF 53,100 53,100 52,882 52,882 117,166 CHF 117,695 CHF 100.00% 100.00%
12/07/2024 0.49% 2.21 CHF 2.22 CHF 57,900 57,900 57,661 57,661 117,440 CHF 118,016 CHF 100.00% 100.00%
11/07/2024 0.51% 2.04 CHF 2.05 CHF 61,100 61,100 60,848 60,848 118,874 CHF 119,482 CHF 99.99% 99.99%
10/07/2024 0.53% 1.94 CHF 1.95 CHF 65,500 65,500 65,230 65,230 123,291 CHF 123,944 CHF 100.00% 100.00%
09/07/2024 0.51% 1.75 CHF 1.76 CHF 60,000 60,000 56,925 56,925 111,577 CHF 112,146 CHF 99.73% 99.73%
08/07/2024 0.50% 2.05 CHF 2.06 CHF 58,500 58,500 58,257 58,257 116,425 CHF 117,008 CHF 99.31% 99.31%
05/07/2024 0.49% 1.97 CHF 1.98 CHF 60,900 60,900 60,649 60,649 122,819 CHF 123,425 CHF 99.98% 99.98%
04/07/2024 0.54% 1.89 CHF 1.90 CHF 63,400 63,400 63,138 63,138 116,737 CHF 117,368 CHF 99.61% 99.61%
03/07/2024 0.58% 1.84 CHF 1.85 CHF 75,600 75,600 77,989 77,989 133,396 CHF 134,176 CHF 99.99% 99.99%
02/07/2024 0.69% 1.47 CHF 1.48 CHF 79,900 79,900 79,570 79,570 114,899 CHF 115,695 CHF 100.00% 100.00%

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