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% 2.15 CHF 2.16 CHF 82,000 82,000 81,620 81,620 175,869 CHF 176,685 CHF 100.00% 100.00%
12/07/2024 0.46% 2.16 CHF 2.17 CHF 82,000 82,000 81,662 81,662 177,880 CHF 178,696 CHF 100.00% 100.00%
11/07/2024 0.45% 2.18 CHF 2.19 CHF 82,000 82,000 82,033 82,033 180,505 CHF 181,326 CHF 100.00% 100.00%
10/07/2024 0.46% 2.16 CHF 2.17 CHF 82,000 82,000 81,662 81,662 175,988 CHF 176,805 CHF 100.00% 100.00%
09/07/2024 0.43% 2.30 CHF 2.31 CHF 86,000 86,000 85,646 85,646 198,303 CHF 199,159 CHF 100.00% 100.00%
08/07/2024 0.43% 2.31 CHF 2.32 CHF 86,000 86,000 85,491 85,491 196,784 CHF 197,639 CHF 100.00% 100.00%
05/07/2024 0.43% 2.34 CHF 2.35 CHF 86,000 86,000 85,791 85,791 201,383 CHF 202,241 CHF 99.82% 99.82%
04/07/2024 0.41% 2.44 CHF 2.45 CHF 88,000 88,000 89,011 89,011 218,224 CHF 219,114 CHF 99.50% 99.50%
03/07/2024 0.41% 2.47 CHF 2.48 CHF 90,000 90,000 88,423 88,423 216,206 CHF 217,090 CHF 99.36% 99.36%
02/07/2024 0.39% 2.51 CHF 2.52 CHF 90,000 90,000 91,665 91,665 232,929 CHF 233,845 CHF 99.43% 99.43%

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