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 0.42% 2.36 CHF 2.37 CHF 45,000 45,000 44,908 44,908 107,387 CHF 107,836 CHF 100.00% 100.00%
12/07/2024 0.42% 2.37 CHF 2.38 CHF 45,000 45,000 45,000 45,000 106,223 CHF 106,673 CHF 100.00% 100.00%
11/07/2024 0.42% 2.40 CHF 2.41 CHF 45,000 45,000 44,909 44,909 108,048 CHF 108,497 CHF 99.99% 99.99%
10/07/2024 0.42% 2.39 CHF 2.40 CHF 45,000 45,000 45,000 45,000 106,245 CHF 106,695 CHF 100.00% 100.00%
09/07/2024 0.43% 2.31 CHF 2.32 CHF 45,000 45,000 44,947 44,947 104,677 CHF 105,127 CHF 100.00% 100.00%
08/07/2024 0.43% 2.30 CHF 2.31 CHF 45,000 45,000 45,006 45,006 104,672 CHF 105,122 CHF 100.00% 100.00%
05/07/2024 0.45% 2.21 CHF 2.22 CHF 46,000 46,000 46,000 46,000 102,919 CHF 103,379 CHF 100.00% 100.00%
04/07/2024 0.45% 2.24 CHF 2.25 CHF 46,000 46,000 46,000 46,000 102,608 CHF 103,068 CHF 100.00% 100.00%
03/07/2024 0.47% 2.15 CHF 2.16 CHF 46,000 46,000 46,242 46,242 99,059 CHF 99,522 CHF 100.00% 100.00%
02/07/2024 0.45% 2.23 CHF 2.24 CHF 46,000 46,000 46,000 46,000 101,399 CHF 101,859 CHF 100.00% 100.00%

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