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 0.35% 2.87 CHF 2.88 CHF 115,000 115,000 114,526 114,526 328,305 CHF 329,450 CHF 100.00% 100.00%
12/07/2024 0.35% 2.89 CHF 2.90 CHF 115,000 115,000 114,526 114,526 327,522 CHF 328,668 CHF 100.00% 100.00%
11/07/2024 0.36% 2.82 CHF 2.83 CHF 115,000 115,000 114,465 114,465 321,850 CHF 322,996 CHF 99.99% 99.99%
10/07/2024 0.36% 2.79 CHF 2.80 CHF 115,000 115,000 119,472 119,472 330,726 CHF 331,920 CHF 100.00% 100.00%
09/07/2024 0.36% 2.74 CHF 2.75 CHF 120,000 120,000 119,505 119,505 329,888 CHF 331,083 CHF 99.99% 99.99%
08/07/2024 0.36% 2.80 CHF 2.81 CHF 120,000 120,000 119,330 119,330 332,464 CHF 333,658 CHF 100.00% 100.00%
05/07/2024 0.36% 2.74 CHF 2.75 CHF 120,000 120,000 119,401 119,401 331,705 CHF 332,899 CHF 99.99% 99.99%
04/07/2024 0.36% 2.78 CHF 2.79 CHF 120,000 120,000 119,505 119,505 331,435 CHF 332,630 CHF 100.00% 100.00%
03/07/2024 0.37% 2.74 CHF 2.75 CHF 120,000 120,000 119,505 119,505 325,862 CHF 327,057 CHF 100.00% 100.00%
02/07/2024 0.37% 2.71 CHF 2.72 CHF 120,000 120,000 119,505 119,505 322,158 CHF 323,353 CHF 100.00% 100.00%

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