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% 4.02 CHF 4.03 CHF 32,000 32,000 31,546 31,546 129,843 CHF 130,159 CHF 99.97% 99.97%
12/07/2024 0.25% 4.21 CHF 4.22 CHF 31,900 31,900 32,381 32,381 130,714 CHF 131,038 CHF 100.00% 100.00%
11/07/2024 0.25% 4.04 CHF 4.05 CHF 31,900 31,900 31,761 31,761 127,679 CHF 127,997 CHF 100.00% 100.00%
10/07/2024 0.24% 4.17 CHF 4.18 CHF 32,400 32,400 32,266 32,266 133,689 CHF 134,011 CHF 100.00% 100.00%
09/07/2024 0.24% 4.13 CHF 4.14 CHF 32,300 32,300 31,913 31,913 134,616 CHF 134,935 CHF 99.99% 99.99%
08/07/2024 0.25% 4.03 CHF 4.04 CHF 33,800 33,800 33,661 33,661 134,622 CHF 134,958 CHF 99.99% 99.99%
05/07/2024 0.26% 3.86 CHF 3.87 CHF 33,900 33,900 33,760 33,760 131,590 CHF 131,927 CHF 99.81% 99.81%
04/07/2024 0.26% 3.90 CHF 3.91 CHF 34,200 34,200 34,058 34,058 131,577 CHF 131,917 CHF 99.49% 99.49%
03/07/2024 0.27% 3.80 CHF 3.81 CHF 33,400 33,400 33,851 33,851 127,311 CHF 127,650 CHF 99.91% 99.91%
02/07/2024 0.26% 3.95 CHF 3.96 CHF 33,400 33,400 33,691 33,691 129,535 CHF 129,872 CHF 99.99% 99.99%

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