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 0.86% 2.70 CHF 2.71 CHF 92,000 92,000 29,696 29,696 79,630 CHF 80,070 CHF 98.81% 98.81%
12/07/2024 0.87% 2.68 CHF 2.69 CHF 92,000 92,000 29,878 29,878 80,053 CHF 80,505 CHF 100.00% 100.00%
11/07/2024 0.82% 2.82 CHF 2.83 CHF 90,000 90,000 28,386 28,386 81,128 CHF 81,550 CHF 99.98% 99.98%
10/07/2024 0.79% 2.86 CHF 2.87 CHF 88,000 88,000 28,292 28,292 82,910 CHF 83,332 CHF 99.90% 99.90%
09/07/2024 0.79% 3.06 CHF 3.07 CHF 86,000 86,000 27,923 27,923 83,995 CHF 84,413 CHF 99.98% 99.98%
08/07/2024 0.79% 2.92 CHF 2.93 CHF 88,000 88,000 28,330 28,330 83,281 CHF 83,704 CHF 99.98% 99.98%
05/07/2024 0.79% 2.96 CHF 2.97 CHF 88,000 88,000 28,183 28,183 83,150 CHF 83,571 CHF 99.71% 99.71%
04/07/2024 0.85% 2.92 CHF 2.94 CHF 18,000 18,000 13,207 13,207 38,907 CHF 39,218 CHF 94.02% 94.02%
03/07/2024 0.76% 2.99 CHF 3.00 CHF 88,000 88,000 27,957 27,957 84,727 CHF 85,145 CHF 99.52% 99.52%
02/07/2024 0.80% 3.00 CHF 3.01 CHF 86,000 86,000 27,845 27,845 82,439 CHF 82,854 CHF 100.00% 100.00%

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