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% 2.55 CHF 2.56 CHF 95,000 95,000 44,085 44,085 107,406 CHF 108,076 CHF 99.99% 99.99%
12/07/2024 0.70% 2.31 CHF 2.32 CHF 100,000 100,000 45,191 45,191 101,538 CHF 102,126 CHF 100.00% 100.00%
11/07/2024 0.74% 2.30 CHF 2.31 CHF 100,000 100,000 44,408 44,408 105,928 CHF 106,599 CHF 99.95% 99.95%
10/07/2024 0.68% 2.27 CHF 2.28 CHF 100,000 100,000 44,713 44,713 101,097 CHF 101,677 CHF 100.00% 100.00%
09/07/2024 0.73% 2.23 CHF 2.24 CHF 100,000 100,000 44,730 44,730 102,965 CHF 103,600 CHF 100.00% 100.00%
08/07/2024 0.78% 2.27 CHF 2.28 CHF 100,000 100,000 44,381 44,381 100,694 CHF 101,364 CHF 99.99% 99.99%
05/07/2024 0.78% 2.17 CHF 2.18 CHF 105,000 105,000 47,596 47,596 96,704 CHF 97,325 CHF 99.63% 99.63%
04/07/2024 0.78% 1.96 CHF 1.97 CHF 42,000 42,000 34,021 34,021 66,829 CHF 67,313 CHF 100.00% 100.00%
03/07/2024 0.78% 2.00 CHF 2.01 CHF 105,000 105,000 47,164 47,164 93,548 CHF 94,162 CHF 100.00% 100.00%
02/07/2024 0.80% 2.02 CHF 2.03 CHF 105,000 105,000 45,842 45,842 90,270 CHF 90,877 CHF 100.00% 100.00%

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