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 0.72% 2.39 CHF 2.40 CHF 94,000 94,000 41,195 41,195 100,122 CHF 100,742 CHF 99.99% 99.99%
12/07/2024 0.72% 2.52 CHF 2.53 CHF 90,000 90,000 39,488 39,488 103,013 CHF 103,618 CHF 100.00% 100.00%
11/07/2024 0.77% 2.44 CHF 2.45 CHF 92,000 92,000 41,761 41,761 99,690 CHF 100,325 CHF 99.97% 99.97%
10/07/2024 0.80% 2.22 CHF 2.23 CHF 96,000 96,000 43,063 43,063 95,895 CHF 96,548 CHF 99.89% 99.89%
09/07/2024 0.80% 2.21 CHF 2.22 CHF 96,000 96,000 43,007 43,007 96,651 CHF 97,304 CHF 99.77% 99.77%
08/07/2024 0.77% 2.24 CHF 2.25 CHF 96,000 96,000 42,556 42,556 98,611 CHF 99,255 CHF 99.28% 99.28%
05/07/2024 0.79% 2.25 CHF 2.26 CHF 96,000 96,000 42,862 42,862 96,821 CHF 97,470 CHF 100.00% 100.00%
04/07/2024 0.89% 2.24 CHF 2.26 CHF 39,000 39,000 31,058 31,058 69,810 CHF 70,431 CHF 99.57% 99.57%
03/07/2024 0.77% 2.21 CHF 2.22 CHF 96,000 96,000 42,284 42,284 98,101 CHF 98,741 CHF 100.00% 100.00%
02/07/2024 0.80% 2.19 CHF 2.20 CHF 96,000 96,000 42,771 42,771 95,380 CHF 96,029 CHF 99.98% 99.98%

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