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% 118.81 CHF 119.31 CHF 2,500 2,500 2,500 2,500 297,355 CHF 298,605 CHF 100.00% 100.00%
12/07/2024 0.42% 118.82 CHF 119.32 CHF 2,500 2,500 2,500 2,500 296,198 CHF 297,448 CHF 78.50% 78.50%
11/07/2024 0.42% 118.32 CHF 118.82 CHF 2,500 2,500 2,500 2,500 295,451 CHF 296,701 CHF 100.00% 100.00%
10/07/2024 0.42% 117.67 CHF 118.17 CHF 2,500 2,500 2,500 2,500 293,620 CHF 294,870 CHF 94.72% 94.72%
09/07/2024 0.42% 117.13 CHF 117.63 CHF 2,500 2,500 2,500 2,500 293,579 CHF 294,829 CHF 97.75% 97.75%
08/07/2024 0.43% 117.28 CHF 117.78 CHF 2,500 2,500 2,500 2,500 293,472 CHF 294,722 CHF 99.79% 99.79%
05/07/2024 0.43% 117.01 CHF 117.51 CHF 2,500 2,500 2,500 2,500 293,093 CHF 294,343 CHF 100.00% 100.00%
04/07/2024 0.43% 116.84 CHF 117.34 CHF 2,500 2,500 2,500 2,500 291,774 CHF 293,024 CHF 98.27% 98.27%
03/07/2024 0.43% 116.40 CHF 116.90 CHF 2,500 2,500 2,500 2,500 291,102 CHF 292,352 CHF 100.00% 100.00%
02/07/2024 0.43% 115.89 CHF 116.39 CHF 2,500 2,500 2,500 2,500 288,958 CHF 290,208 CHF 100.00% 100.00%

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