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 0.69% 2.71 CHF 2.72 CHF 95,000 95,000 44,233 44,233 114,970 CHF 115,641 CHF 99.26% 99.26%
12/07/2024 0.65% 2.47 CHF 2.48 CHF 100,000 100,000 45,192 45,192 108,910 CHF 109,498 CHF 100.00% 100.00%
11/07/2024 0.70% 2.46 CHF 2.47 CHF 100,000 100,000 44,407 44,407 113,076 CHF 113,748 CHF 99.95% 99.95%
10/07/2024 0.64% 2.44 CHF 2.45 CHF 100,000 100,000 44,714 44,714 108,419 CHF 108,999 CHF 100.00% 100.00%
09/07/2024 0.68% 2.39 CHF 2.40 CHF 100,000 100,000 44,730 44,730 110,194 CHF 110,829 CHF 100.00% 100.00%
08/07/2024 0.73% 2.44 CHF 2.45 CHF 100,000 100,000 44,387 44,387 107,931 CHF 108,600 CHF 100.00% 100.00%
05/07/2024 0.72% 2.33 CHF 2.34 CHF 105,000 105,000 47,598 47,598 104,511 CHF 105,133 CHF 99.63% 99.63%
04/07/2024 0.72% 2.12 CHF 2.13 CHF 42,000 42,000 34,048 34,048 72,384 CHF 72,867 CHF 99.65% 99.65%
03/07/2024 0.72% 2.17 CHF 2.18 CHF 105,000 105,000 47,160 47,160 101,206 CHF 101,820 CHF 99.99% 99.99%
02/07/2024 0.74% 2.18 CHF 2.19 CHF 105,000 105,000 45,833 45,833 97,805 CHF 98,412 CHF 99.98% 99.98%

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