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 0.60% 2.87 CHF 2.88 CHF 94,000 94,000 41,199 41,199 119,861 CHF 120,481 CHF 100.00% 100.00%
12/07/2024 0.61% 3.00 CHF 3.01 CHF 90,000 90,000 39,487 39,487 122,086 CHF 122,691 CHF 100.00% 100.00%
11/07/2024 0.64% 2.92 CHF 2.93 CHF 92,000 92,000 41,771 41,771 119,696 CHF 120,332 CHF 99.99% 99.99%
10/07/2024 0.66% 2.70 CHF 2.71 CHF 96,000 96,000 43,063 43,063 116,375 CHF 117,028 CHF 99.89% 99.89%
09/07/2024 0.66% 2.69 CHF 2.70 CHF 96,000 96,000 43,011 43,011 117,168 CHF 117,820 CHF 99.72% 99.72%
08/07/2024 0.64% 2.72 CHF 2.73 CHF 96,000 96,000 42,555 42,555 118,867 CHF 119,511 CHF 99.29% 99.29%
05/07/2024 0.65% 2.72 CHF 2.73 CHF 96,000 96,000 42,859 42,859 117,213 CHF 117,862 CHF 100.00% 100.00%
04/07/2024 0.73% 2.72 CHF 2.74 CHF 39,000 39,000 31,055 31,055 84,574 CHF 85,195 CHF 99.61% 99.61%
03/07/2024 0.64% 2.69 CHF 2.70 CHF 96,000 96,000 42,285 42,285 118,360 CHF 119,001 CHF 100.00% 100.00%
02/07/2024 0.66% 2.67 CHF 2.68 CHF 96,000 96,000 42,775 42,775 115,813 CHF 116,462 CHF 99.99% 99.99%

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