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 0.69% 2.49 CHF 2.50 CHF 94,000 94,000 41,199 41,199 104,201 CHF 104,821 CHF 100.00% 100.00%
12/07/2024 0.69% 2.62 CHF 2.63 CHF 90,000 90,000 39,488 39,488 107,086 CHF 107,691 CHF 100.00% 100.00%
11/07/2024 0.74% 2.54 CHF 2.55 CHF 92,000 92,000 41,765 41,765 103,797 CHF 104,432 CHF 99.98% 99.98%
10/07/2024 0.77% 2.32 CHF 2.33 CHF 96,000 96,000 43,063 43,063 99,967 CHF 100,620 CHF 99.89% 99.89%
09/07/2024 0.77% 2.31 CHF 2.32 CHF 96,000 96,000 43,010 43,010 100,785 CHF 101,437 CHF 99.72% 99.72%
08/07/2024 0.74% 2.34 CHF 2.35 CHF 96,000 96,000 42,556 42,556 102,705 CHF 103,349 CHF 99.28% 99.28%
05/07/2024 0.76% 2.34 CHF 2.35 CHF 96,000 96,000 42,862 42,862 100,892 CHF 101,541 CHF 100.00% 100.00%
04/07/2024 0.85% 2.34 CHF 2.36 CHF 39,000 39,000 31,056 31,056 72,750 CHF 73,371 CHF 99.61% 99.61%
03/07/2024 0.74% 2.31 CHF 2.32 CHF 96,000 96,000 42,284 42,284 102,201 CHF 102,841 CHF 100.00% 100.00%
02/07/2024 0.77% 2.28 CHF 2.29 CHF 96,000 96,000 42,779 42,779 99,460 CHF 100,109 CHF 100.00% 100.00%

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