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 0.24% 4.00 CHF 4.01 CHF 80,000 80,000 79,425 79,425 325,804 CHF 326,598 CHF 100.00% 100.00%
12/07/2024 0.24% 4.15 CHF 4.16 CHF 79,000 79,000 79,814 79,814 327,183 CHF 327,981 CHF 99.99% 99.99%
11/07/2024 0.25% 4.05 CHF 4.06 CHF 80,000 80,000 79,980 79,980 321,974 CHF 322,775 CHF 99.80% 99.80%
10/07/2024 0.25% 4.01 CHF 4.02 CHF 80,000 80,000 80,992 80,992 321,752 CHF 322,561 CHF 99.99% 99.99%
09/07/2024 0.25% 3.96 CHF 3.97 CHF 81,000 81,000 80,307 80,307 321,691 CHF 322,495 CHF 99.76% 99.76%
08/07/2024 0.25% 3.96 CHF 3.97 CHF 81,000 81,000 80,737 80,737 321,355 CHF 322,163 CHF 100.00% 100.00%
05/07/2024 0.25% 3.94 CHF 3.95 CHF 81,000 81,000 80,891 80,891 321,937 CHF 322,746 CHF 99.81% 99.81%
04/07/2024 0.25% 3.99 CHF 4.00 CHF 81,000 81,000 80,708 80,708 321,942 CHF 322,750 CHF 100.00% 100.00%
03/07/2024 0.25% 3.98 CHF 3.99 CHF 81,000 81,000 81,000 81,000 319,698 CHF 320,508 CHF 99.99% 99.99%
02/07/2024 0.26% 3.95 CHF 3.96 CHF 81,000 81,000 81,604 81,604 316,784 CHF 317,600 CHF 99.99% 99.99%

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