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 0.63% 2.45 CHF 2.46 CHF 64,900 64,900 27,593 27,593 67,215 CHF 67,578 CHF 99.38% 99.38%
12/07/2024 0.57% 2.46 CHF 2.47 CHF 56,900 56,900 24,508 24,508 64,774 CHF 65,098 CHF 100.00% 100.00%
11/07/2024 0.66% 2.62 CHF 2.63 CHF 71,800 71,800 29,585 29,585 72,343 CHF 72,732 CHF 100.00% 100.00%
10/07/2024 0.58% 2.49 CHF 2.50 CHF 56,900 56,900 24,161 24,161 62,780 CHF 63,098 CHF 100.00% 100.00%
09/07/2024 0.57% 2.66 CHF 2.67 CHF 56,000 56,000 23,948 23,948 63,285 CHF 63,601 CHF 99.95% 99.95%
08/07/2024 0.57% 2.70 CHF 2.71 CHF 59,000 59,000 24,969 24,969 67,754 CHF 68,083 CHF 99.86% 99.86%
05/07/2024 0.63% 2.78 CHF 2.79 CHF 70,700 70,700 29,135 29,135 74,725 CHF 75,107 CHF 99.66% 99.66%
04/07/2024 0.64% 2.36 CHF 2.37 CHF 20,400 20,400 18,575 18,575 44,505 CHF 44,782 CHF 98.99% 98.99%
03/07/2024 0.57% 2.56 CHF 2.57 CHF 57,500 57,500 24,873 24,873 67,163 CHF 67,490 CHF 99.90% 99.90%
02/07/2024 0.53% 2.86 CHF 2.87 CHF 57,500 57,500 24,254 24,254 71,106 CHF 71,425 CHF 98.81% 98.81%

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