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 0.39% 2.51 CHF 2.52 CHF 300,000 50,000 242,912 50,000 618,339 CHF 127,838 CHF 99.27% 99.27%
12/07/2024 0.39% 2.58 CHF 2.59 CHF 225,000 50,000 269,745 50,000 688,975 CHF 128,372 CHF 99.27% 99.27%
11/07/2024 0.34% 2.87 CHF 2.88 CHF 225,000 50,000 225,000 50,000 653,733 CHF 145,774 CHF 99.27% 99.27%
10/07/2024 0.34% 3.01 CHF 3.02 CHF 225,000 50,000 225,000 50,000 668,785 CHF 149,119 CHF 99.27% 99.27%
09/07/2024 0.34% 2.96 CHF 2.97 CHF 225,000 50,000 225,000 50,000 669,525 CHF 149,283 CHF 99.27% 99.27%
08/07/2024 0.34% 2.91 CHF 2.92 CHF 225,000 50,000 225,000 50,000 660,406 CHF 147,257 CHF 99.25% 99.25%
05/07/2024 0.35% 2.89 CHF 2.90 CHF 225,000 50,000 225,000 50,000 650,645 CHF 145,088 CHF 99.27% 99.27%
04/07/2024 0.35% 2.87 CHF 2.88 CHF 225,000 50,000 225,000 50,000 645,397 CHF 143,922 CHF 99.27% 99.27%
03/07/2024 0.35% 2.83 CHF 2.84 CHF 225,000 50,000 225,000 50,000 635,172 CHF 141,649 CHF 99.01% 99.01%
02/07/2024 0.38% 2.64 CHF 2.65 CHF 225,000 50,000 272,284 50,000 707,313 CHF 130,415 CHF 99.27% 99.27%

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