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 0.55% 1.87 CHF 1.88 CHF 88,400 88,400 85,987 85,987 156,366 CHF 157,226 CHF 100.00% 100.00%
12/07/2024 0.52% 1.83 CHF 1.84 CHF 79,500 79,500 79,500 79,500 153,944 CHF 154,739 CHF 99.99% 99.99%
11/07/2024 0.49% 2.00 CHF 2.01 CHF 76,300 76,300 76,300 76,300 154,594 CHF 155,357 CHF 99.82% 99.82%
10/07/2024 0.46% 2.08 CHF 2.09 CHF 72,900 72,900 72,900 72,900 156,640 CHF 157,369 CHF 99.13% 99.13%
09/07/2024 0.47% 2.16 CHF 2.17 CHF 74,700 74,700 74,630 74,630 157,196 CHF 157,943 CHF 99.74% 99.74%
08/07/2024 0.47% 2.11 CHF 2.12 CHF 71,400 71,400 71,400 71,400 151,922 CHF 152,636 CHF 99.99% 99.99%
05/07/2024 0.48% 2.17 CHF 2.18 CHF 77,000 77,000 77,000 77,000 159,269 CHF 160,039 CHF 99.80% 99.80%
04/07/2024 0.48% 2.06 CHF 2.07 CHF 75,400 75,400 75,400 75,400 155,888 CHF 156,642 CHF 100.00% 100.00%
03/07/2024 0.47% 2.09 CHF 2.10 CHF 71,500 71,500 71,500 71,500 150,853 CHF 151,568 CHF 99.99% 99.99%
02/07/2024 0.45% 2.20 CHF 2.21 CHF 75,800 75,800 75,800 75,800 168,383 CHF 169,141 CHF 100.00% 100.00%

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