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 0.80% 2.29 CHF 2.30 CHF 124,000 124,000 55,330 55,330 125,293 CHF 126,130 CHF 100.00% 100.00%
12/07/2024 0.80% 2.22 CHF 2.23 CHF 120,000 120,000 54,574 54,574 121,801 CHF 122,626 CHF 100.00% 100.00%
11/07/2024 0.79% 2.23 CHF 2.24 CHF 122,000 122,000 55,046 55,046 124,684 CHF 125,519 CHF 99.82% 99.82%
10/07/2024 0.78% 2.32 CHF 2.33 CHF 124,000 124,000 55,242 55,242 126,946 CHF 127,782 CHF 100.00% 100.00%
09/07/2024 0.80% 2.24 CHF 2.25 CHF 120,000 120,000 54,655 54,655 122,617 CHF 123,447 CHF 99.77% 99.77%
08/07/2024 1.08% 2.25 CHF 2.26 CHF 122,000 122,000 53,735 53,735 116,690 CHF 117,663 CHF 100.00% 100.00%
05/07/2024 1.08% 2.16 CHF 2.17 CHF 118,000 118,000 53,100 53,100 114,406 CHF 115,374 CHF 99.71% 99.71%
04/07/2024 1.17% 2.15 CHF 2.17 CHF 48,000 48,000 38,293 38,293 82,650 CHF 83,576 CHF 99.81% 99.81%
03/07/2024 1.09% 2.18 CHF 2.19 CHF 118,000 118,000 52,483 52,483 112,960 CHF 113,908 CHF 100.00% 100.00%
02/07/2024 1.10% 2.14 CHF 2.15 CHF 116,000 116,000 52,127 52,127 111,171 CHF 112,114 CHF 100.00% 100.00%

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