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 0.49% 2.06 CHF 2.07 CHF 100,000 100,000 42,424 42,424 87,662 CHF 88,087 CHF 99.37% 99.37%
12/07/2024 0.53% 2.05 CHF 2.06 CHF 100,000 100,000 43,318 43,318 84,725 CHF 85,159 CHF 100.00% 100.00%
11/07/2024 0.48% 1.98 CHF 1.99 CHF 102,000 102,000 42,339 42,339 88,973 CHF 89,399 CHF 100.00% 100.00%
10/07/2024 0.50% 2.11 CHF 2.12 CHF 100,000 100,000 42,626 42,626 87,201 CHF 87,628 CHF 99.99% 99.99%
09/07/2024 0.51% 2.01 CHF 2.02 CHF 100,000 100,000 43,025 43,025 86,845 CHF 87,276 CHF 99.95% 99.95%
08/07/2024 0.52% 1.99 CHF 2.00 CHF 102,000 102,000 43,474 43,474 85,943 CHF 86,379 CHF 99.86% 99.86%
05/07/2024 0.48% 1.95 CHF 1.96 CHF 102,000 102,000 42,402 42,402 88,558 CHF 88,983 CHF 99.65% 99.65%
04/07/2024 0.45% 2.22 CHF 2.23 CHF 30,000 30,000 27,317 27,317 60,241 CHF 60,514 CHF 98.99% 98.99%
03/07/2024 0.50% 2.12 CHF 2.13 CHF 98,000 98,000 42,316 42,316 86,570 CHF 86,994 CHF 100.00% 100.00%
02/07/2024 0.53% 1.97 CHF 1.98 CHF 102,000 102,000 43,317 43,317 83,678 CHF 84,112 CHF 98.82% 98.82%

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