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 0.74% 2.54 CHF 2.55 CHF 95,000 95,000 44,227 44,227 107,355 CHF 108,026 CHF 99.25% 99.25%
12/07/2024 0.70% 2.30 CHF 2.31 CHF 100,000 100,000 45,191 45,191 101,126 CHF 101,715 CHF 100.00% 100.00%
11/07/2024 0.75% 2.29 CHF 2.30 CHF 100,000 100,000 44,406 44,406 105,525 CHF 106,196 CHF 99.95% 99.95%
10/07/2024 0.69% 2.26 CHF 2.27 CHF 100,000 100,000 44,714 44,714 100,705 CHF 101,286 CHF 100.00% 100.00%
09/07/2024 0.73% 2.22 CHF 2.23 CHF 100,000 100,000 44,730 44,730 102,480 CHF 103,116 CHF 100.00% 100.00%
08/07/2024 0.79% 2.26 CHF 2.27 CHF 100,000 100,000 44,382 44,382 100,292 CHF 100,961 CHF 99.99% 99.99%
05/07/2024 0.79% 2.16 CHF 2.17 CHF 105,000 105,000 47,596 47,596 96,269 CHF 96,891 CHF 99.62% 99.62%
04/07/2024 0.78% 1.95 CHF 1.96 CHF 42,000 42,000 34,021 34,021 66,481 CHF 66,965 CHF 100.00% 100.00%
03/07/2024 0.78% 1.99 CHF 2.00 CHF 105,000 105,000 47,164 47,164 93,134 CHF 93,748 CHF 100.00% 100.00%
02/07/2024 0.80% 2.01 CHF 2.02 CHF 105,000 105,000 45,841 45,841 89,848 CHF 90,455 CHF 100.00% 100.00%

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