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 0.41% 2.46 CHF 2.47 CHF 100,000 100,000 42,433 42,433 104,942 CHF 105,367 CHF 99.39% 99.39%
12/07/2024 0.44% 2.46 CHF 2.47 CHF 100,000 100,000 43,318 43,318 102,349 CHF 102,783 CHF 100.00% 100.00%
11/07/2024 0.40% 2.39 CHF 2.40 CHF 102,000 102,000 42,340 42,340 106,206 CHF 106,631 CHF 100.00% 100.00%
10/07/2024 0.42% 2.52 CHF 2.53 CHF 100,000 100,000 42,633 42,633 104,637 CHF 105,064 CHF 100.00% 100.00%
09/07/2024 0.42% 2.42 CHF 2.43 CHF 100,000 100,000 43,026 43,026 104,409 CHF 104,840 CHF 99.95% 99.95%
08/07/2024 0.43% 2.40 CHF 2.41 CHF 102,000 102,000 43,473 43,473 103,639 CHF 104,074 CHF 99.86% 99.86%
05/07/2024 0.40% 2.36 CHF 2.37 CHF 102,000 102,000 42,408 42,408 105,892 CHF 106,317 CHF 99.66% 99.66%
04/07/2024 0.38% 2.63 CHF 2.64 CHF 30,000 30,000 27,318 27,318 71,422 CHF 71,695 CHF 99.00% 99.00%
03/07/2024 0.42% 2.53 CHF 2.54 CHF 98,000 98,000 42,316 42,316 103,900 CHF 104,323 CHF 100.00% 100.00%
02/07/2024 0.44% 2.38 CHF 2.39 CHF 102,000 102,000 43,318 43,318 101,457 CHF 101,891 CHF 98.82% 98.82%

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