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 0.63% 2.74 CHF 2.75 CHF 94,000 94,000 41,198 41,198 114,720 CHF 115,339 CHF 100.00% 100.00%
12/07/2024 0.63% 2.88 CHF 2.89 CHF 90,000 90,000 39,487 39,487 116,947 CHF 117,551 CHF 100.00% 100.00%
11/07/2024 0.67% 2.79 CHF 2.80 CHF 92,000 92,000 41,763 41,763 114,430 CHF 115,065 CHF 99.97% 99.97%
10/07/2024 0.69% 2.58 CHF 2.59 CHF 96,000 96,000 43,063 43,063 111,151 CHF 111,804 CHF 99.89% 99.89%
09/07/2024 0.69% 2.57 CHF 2.58 CHF 96,000 96,000 43,003 43,003 111,901 CHF 112,553 CHF 99.76% 99.76%
08/07/2024 0.67% 2.60 CHF 2.61 CHF 96,000 96,000 42,554 42,554 113,637 CHF 114,281 CHF 99.28% 99.28%
05/07/2024 0.68% 2.60 CHF 2.61 CHF 96,000 96,000 42,856 42,856 111,953 CHF 112,602 CHF 99.99% 99.99%
04/07/2024 0.77% 2.60 CHF 2.62 CHF 39,000 39,000 31,056 31,056 80,802 CHF 81,423 CHF 99.61% 99.61%
03/07/2024 0.67% 2.57 CHF 2.58 CHF 96,000 96,000 42,284 42,284 113,090 CHF 113,731 CHF 100.00% 100.00%
02/07/2024 0.69% 2.55 CHF 2.56 CHF 96,000 96,000 42,779 42,779 110,612 CHF 111,261 CHF 100.00% 100.00%

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