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 0.66% 2.06 CHF 2.08 CHF 50,000 50,000 50,000 50,000 106,001 CHF 106,708 CHF 97.10% 97.10%
12/07/2024 0.64% 2.14 CHF 2.15 CHF 50,000 50,000 50,000 50,000 104,627 CHF 105,304 CHF 99.01% 99.01%
11/07/2024 0.70% 2.13 CHF 2.14 CHF 50,000 50,000 50,000 50,000 104,467 CHF 105,197 CHF 99.09% 99.09%
10/07/2024 0.65% 2.04 CHF 2.05 CHF 50,000 50,000 50,000 50,000 101,273 CHF 101,936 CHF 100.00% 100.00%
09/07/2024 0.65% 2.02 CHF 2.03 CHF 50,000 50,000 50,000 50,000 102,290 CHF 102,956 CHF 99.99% 99.99%
08/07/2024 0.62% 2.07 CHF 2.09 CHF 50,000 50,000 50,000 50,000 104,822 CHF 105,476 CHF 100.00% 100.00%
05/07/2024 0.65% 2.09 CHF 2.10 CHF 50,000 50,000 50,000 50,000 105,178 CHF 105,867 CHF 98.72% 98.72%
04/07/2024 0.64% 2.22 CHF 2.24 CHF 50,000 50,000 50,000 50,000 110,296 CHF 111,000 CHF 100.00% 100.00%
03/07/2024 0.64% 2.18 CHF 2.19 CHF 50,000 50,000 50,000 50,000 107,899 CHF 108,587 CHF 99.73% 99.73%
02/07/2024 0.69% 2.16 CHF 2.17 CHF 50,000 50,000 50,000 50,000 106,103 CHF 106,833 CHF 100.00% 100.00%

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