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 0.25% 3.93 CHF 3.94 CHF 80,000 80,000 79,425 79,425 320,105 CHF 320,900 CHF 100.00% 100.00%
12/07/2024 0.25% 4.07 CHF 4.08 CHF 79,000 79,000 79,814 79,814 321,344 CHF 322,142 CHF 100.00% 100.00%
11/07/2024 0.25% 3.98 CHF 3.99 CHF 80,000 80,000 79,976 79,976 316,143 CHF 316,944 CHF 99.80% 99.80%
10/07/2024 0.26% 3.93 CHF 3.94 CHF 80,000 80,000 80,992 80,992 315,912 CHF 316,722 CHF 100.00% 100.00%
09/07/2024 0.25% 3.89 CHF 3.90 CHF 81,000 81,000 80,307 80,307 315,830 CHF 316,634 CHF 99.73% 99.73%
08/07/2024 0.26% 3.89 CHF 3.90 CHF 81,000 81,000 80,737 80,737 315,451 CHF 316,258 CHF 100.00% 100.00%
05/07/2024 0.26% 3.87 CHF 3.88 CHF 81,000 81,000 80,891 80,891 316,084 CHF 316,893 CHF 99.81% 99.81%
04/07/2024 0.26% 3.92 CHF 3.93 CHF 81,000 81,000 80,708 80,708 316,083 CHF 316,890 CHF 100.00% 100.00%
03/07/2024 0.26% 3.90 CHF 3.91 CHF 81,000 81,000 81,000 81,000 313,794 CHF 314,604 CHF 100.00% 100.00%
02/07/2024 0.26% 3.88 CHF 3.89 CHF 81,000 81,000 81,605 81,605 310,820 CHF 311,636 CHF 99.99% 99.99%

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