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 0.50% 2.01 CHF 2.02 CHF 390,000 390,000 384,853 384,853 766,958 CHF 770,807 CHF 100.00% 100.00%
12/07/2024 0.51% 1.95 CHF 1.96 CHF 380,000 380,000 379,554 379,554 747,497 CHF 751,293 CHF 100.00% 100.00%
11/07/2024 0.50% 1.98 CHF 1.99 CHF 390,000 390,000 385,164 385,164 765,774 CHF 769,628 CHF 99.99% 99.99%
10/07/2024 0.48% 2.04 CHF 2.05 CHF 390,000 390,000 399,257 399,257 825,476 CHF 829,469 CHF 100.00% 100.00%
09/07/2024 0.48% 2.09 CHF 2.10 CHF 400,000 400,000 398,346 398,346 824,709 CHF 828,693 CHF 99.73% 99.73%
08/07/2024 0.50% 2.02 CHF 2.03 CHF 390,000 390,000 389,325 389,325 784,431 CHF 788,325 CHF 99.32% 99.32%
05/07/2024 0.50% 2.02 CHF 2.03 CHF 390,000 390,000 388,728 388,728 776,618 CHF 780,505 CHF 100.00% 100.00%
04/07/2024 0.49% 2.02 CHF 2.03 CHF 390,000 390,000 388,462 388,462 785,462 CHF 789,347 CHF 99.63% 99.63%
03/07/2024 0.49% 2.01 CHF 2.02 CHF 390,000 390,000 391,141 391,141 792,376 CHF 796,287 CHF 100.00% 100.00%
02/07/2024 0.48% 2.04 CHF 2.05 CHF 400,000 400,000 400,827 400,827 825,373 CHF 829,382 CHF 99.38% 99.38%

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