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 0.77% 2.21 CHF 2.22 CHF 94,000 94,000 41,199 41,199 92,986 CHF 93,606 CHF 100.00% 100.00%
12/07/2024 0.77% 2.35 CHF 2.36 CHF 90,000 90,000 39,487 39,487 96,290 CHF 96,894 CHF 100.00% 100.00%
11/07/2024 0.83% 2.27 CHF 2.28 CHF 92,000 92,000 41,769 41,769 92,374 CHF 93,010 CHF 99.98% 99.98%
10/07/2024 0.87% 2.04 CHF 2.05 CHF 96,000 96,000 43,063 43,063 88,164 CHF 88,817 CHF 99.89% 99.89%
09/07/2024 0.87% 2.03 CHF 2.04 CHF 96,000 96,000 43,015 43,015 88,994 CHF 89,646 CHF 99.73% 99.73%
08/07/2024 0.83% 2.07 CHF 2.08 CHF 96,000 96,000 42,548 42,548 91,069 CHF 91,713 CHF 99.32% 99.32%
05/07/2024 0.86% 2.07 CHF 2.08 CHF 96,000 96,000 42,861 42,861 89,160 CHF 89,808 CHF 100.00% 100.00%
04/07/2024 0.96% 2.06 CHF 2.08 CHF 39,000 39,000 31,054 31,054 64,254 CHF 64,875 CHF 99.63% 99.63%
03/07/2024 0.83% 2.03 CHF 2.04 CHF 96,000 96,000 42,284 42,284 90,547 CHF 91,188 CHF 100.00% 100.00%
02/07/2024 0.87% 2.01 CHF 2.02 CHF 96,000 96,000 42,779 42,779 87,671 CHF 88,320 CHF 100.00% 100.00%

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