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 0.46% 107.66 CHF 108.16 CHF 2,500 1,000 2,500 1,000 269,732 CHF 108,393 CHF 100.00% 100.00%
12/07/2024 0.46% 107.70 CHF 108.20 CHF 2,500 1,000 2,500 1,000 268,484 CHF 107,893 CHF 78.50% 78.50%
11/07/2024 0.47% 107.42 CHF 107.92 CHF 2,500 1,000 2,500 1,000 267,834 CHF 107,633 CHF 100.00% 100.00%
10/07/2024 0.47% 106.71 CHF 107.21 CHF 2,500 1,000 2,500 1,000 266,233 CHF 106,993 CHF 13.54% 13.54%
09/07/2024 0.47% 105.84 CHF 106.34 CHF 2,500 1,000 2,500 1,000 266,180 CHF 106,972 CHF 97.75% 97.75%
08/07/2024 0.47% 106.24 CHF 106.74 CHF 2,500 1,000 2,500 1,000 265,735 CHF 106,794 CHF 99.79% 99.79%
05/07/2024 0.47% 106.25 CHF 106.75 CHF 2,500 1,000 2,500 1,000 266,051 CHF 106,920 CHF 100.00% 100.00%
04/07/2024 0.47% 105.81 CHF 106.31 CHF 2,500 1,000 2,500 1,000 264,267 CHF 106,207 CHF 98.27% 98.27%
03/07/2024 0.48% 105.28 CHF 105.78 CHF 2,500 1,000 2,500 1,000 262,504 CHF 105,501 CHF 100.00% 100.00%
02/07/2024 0.48% 104.12 CHF 104.62 CHF 2,500 1,000 2,500 1,000 258,943 CHF 104,077 CHF 100.00% 100.00%

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