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 0.38% 2.63 CHF 2.64 CHF 115,000 115,000 114,526 114,526 301,067 CHF 302,213 CHF 100.00% 100.00%
12/07/2024 0.38% 2.65 CHF 2.66 CHF 115,000 115,000 114,526 114,526 300,402 CHF 301,547 CHF 100.00% 100.00%
11/07/2024 0.39% 2.58 CHF 2.59 CHF 115,000 115,000 114,468 114,468 294,695 CHF 295,840 CHF 100.00% 100.00%
10/07/2024 0.39% 2.56 CHF 2.57 CHF 115,000 115,000 119,472 119,472 302,569 CHF 303,764 CHF 100.00% 100.00%
09/07/2024 0.40% 2.50 CHF 2.51 CHF 120,000 120,000 119,505 119,505 301,612 CHF 302,807 CHF 100.00% 100.00%
08/07/2024 0.39% 2.56 CHF 2.57 CHF 120,000 120,000 119,330 119,330 304,344 CHF 305,537 CHF 100.00% 100.00%
05/07/2024 0.39% 2.51 CHF 2.52 CHF 120,000 120,000 119,401 119,401 303,544 CHF 304,738 CHF 100.00% 100.00%
04/07/2024 0.39% 2.54 CHF 2.55 CHF 120,000 120,000 119,505 119,505 303,253 CHF 304,448 CHF 100.00% 100.00%
03/07/2024 0.40% 2.51 CHF 2.52 CHF 120,000 120,000 119,505 119,505 297,689 CHF 298,884 CHF 100.00% 100.00%
02/07/2024 0.41% 2.48 CHF 2.49 CHF 120,000 120,000 119,505 119,505 294,078 CHF 295,273 CHF 100.00% 100.00%

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