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 0.70% 2.47 CHF 2.48 CHF 94,000 94,000 41,195 41,195 103,387 CHF 104,007 CHF 99.99% 99.99%
12/07/2024 0.70% 2.60 CHF 2.61 CHF 90,000 90,000 39,488 39,488 106,023 CHF 106,627 CHF 100.00% 100.00%
11/07/2024 0.74% 2.52 CHF 2.53 CHF 92,000 92,000 41,770 41,770 103,025 CHF 103,661 CHF 99.98% 99.98%
10/07/2024 0.78% 2.30 CHF 2.31 CHF 96,000 96,000 43,063 43,063 99,418 CHF 100,071 CHF 99.90% 99.90%
09/07/2024 0.77% 2.29 CHF 2.30 CHF 96,000 96,000 43,008 43,008 100,150 CHF 100,802 CHF 99.77% 99.77%
08/07/2024 0.74% 2.33 CHF 2.34 CHF 96,000 96,000 42,556 42,556 102,040 CHF 102,684 CHF 99.28% 99.28%
05/07/2024 0.76% 2.33 CHF 2.34 CHF 96,000 96,000 42,862 42,862 100,305 CHF 100,953 CHF 100.00% 100.00%
04/07/2024 0.86% 2.32 CHF 2.34 CHF 39,000 39,000 31,058 31,058 72,343 CHF 72,964 CHF 99.57% 99.57%
03/07/2024 0.74% 2.29 CHF 2.30 CHF 96,000 96,000 42,284 42,284 101,508 CHF 102,149 CHF 100.00% 100.00%
02/07/2024 0.78% 2.27 CHF 2.28 CHF 96,000 96,000 42,775 42,775 98,884 CHF 99,533 CHF 99.99% 99.99%

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