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 0.36% 2.85 CHF 2.86 CHF 49,000 49,000 49,090 49,090 137,759 CHF 138,250 CHF 100.00% 100.00%
12/07/2024 0.36% 2.83 CHF 2.84 CHF 49,000 49,000 49,026 49,026 137,681 CHF 138,171 CHF 100.00% 100.00%
11/07/2024 0.36% 2.77 CHF 2.78 CHF 50,000 50,000 49,757 49,757 137,979 CHF 138,477 CHF 100.00% 100.00%
10/07/2024 0.37% 2.72 CHF 2.73 CHF 50,000 50,000 50,066 50,066 136,198 CHF 136,699 CHF 100.00% 100.00%
09/07/2024 0.37% 2.63 CHF 2.64 CHF 51,000 51,000 50,372 50,372 135,234 CHF 135,737 CHF 100.00% 100.00%
08/07/2024 0.34% 2.83 CHF 2.84 CHF 49,000 49,000 48,738 48,738 141,288 CHF 141,776 CHF 99.99% 99.99%
05/07/2024 0.34% 2.93 CHF 2.94 CHF 48,000 48,000 48,217 48,217 141,337 CHF 141,819 CHF 99.99% 99.99%
04/07/2024 0.34% 2.96 CHF 2.97 CHF 48,000 48,000 48,000 48,000 142,756 CHF 143,236 CHF 100.00% 100.00%
03/07/2024 0.35% 2.86 CHF 2.87 CHF 49,000 49,000 49,022 49,022 139,562 CHF 140,052 CHF 100.00% 100.00%
02/07/2024 0.38% 2.68 CHF 2.69 CHF 51,000 51,000 50,910 50,910 135,368 CHF 135,877 CHF 100.00% 100.00%

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