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 0.45% 2.13 CHF 2.14 CHF 20,000 20,000 20,000 20,000 44,695 CHF 44,895 CHF 100.00% 100.00%
12/07/2024 0.43% 2.27 CHF 2.28 CHF 20,000 20,000 20,000 20,000 45,976 CHF 46,176 CHF 98.98% 98.98%
11/07/2024 0.45% 2.24 CHF 2.25 CHF 20,000 20,000 20,000 20,000 44,660 CHF 44,860 CHF 99.79% 99.79%
10/07/2024 0.49% 2.06 CHF 2.07 CHF 20,000 20,000 20,000 20,000 40,557 CHF 40,757 CHF 99.84% 99.84%
09/07/2024 0.49% 2.06 CHF 2.07 CHF 20,000 20,000 19,996 20,000 40,575 CHF 40,782 CHF 100.00% 100.00%
08/07/2024 0.50% 2.02 CHF 2.03 CHF 20,000 20,000 20,000 19,996 40,289 CHF 40,481 CHF 100.00% 100.00%
05/07/2024 0.50% 2.00 CHF 2.01 CHF 20,000 20,000 19,997 20,000 39,771 CHF 39,976 CHF 100.00% 100.00%
04/07/2024 0.52% 1.96 CHF 1.97 CHF 20,000 20,000 19,998 20,000 38,739 CHF 38,944 CHF 100.00% 100.00%
03/07/2024 0.55% 1.80 CHF 1.81 CHF 20,000 20,000 20,000 20,000 36,023 CHF 36,222 CHF 99.50% 99.50%
02/07/2024 0.57% 1.76 CHF 1.77 CHF 20,000 20,000 20,000 20,000 35,049 CHF 35,249 CHF 99.90% 99.90%

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