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 0.47% 4.94 CHF 4.95 CHF 40,000 40,000 17,959 17,959 88,290 CHF 88,614 CHF 99.26% 99.26%
12/07/2024 0.56% 4.90 CHF 4.91 CHF 40,000 40,000 18,115 18,115 88,608 CHF 88,980 CHF 99.40% 99.40%
11/07/2024 0.58% 4.88 CHF 4.89 CHF 41,000 41,000 18,008 18,008 88,392 CHF 88,768 CHF 99.76% 99.76%
10/07/2024 0.48% 4.90 CHF 4.91 CHF 40,000 40,000 18,429 18,429 89,933 CHF 90,271 CHF 100.00% 100.00%
09/07/2024 0.49% 4.86 CHF 4.87 CHF 41,000 41,000 18,856 18,856 89,983 CHF 90,330 CHF 100.00% 100.00%
08/07/2024 0.50% 4.75 CHF 4.76 CHF 41,000 41,000 18,885 18,885 89,017 CHF 89,364 CHF 100.00% 100.00%
05/07/2024 0.49% 4.70 CHF 4.71 CHF 42,000 42,000 18,860 18,860 89,608 CHF 89,955 CHF 99.63% 99.63%
04/07/2024 0.52% 4.83 CHF 4.85 CHF 17,000 17,000 13,816 13,816 66,481 CHF 66,816 CHF 99.83% 99.83%
03/07/2024 0.48% 4.81 CHF 4.82 CHF 41,000 41,000 18,948 18,948 91,105 CHF 91,452 CHF 99.31% 99.31%
02/07/2024 0.50% 4.68 CHF 4.69 CHF 42,000 42,000 19,045 19,045 88,779 CHF 89,128 CHF 99.99% 99.99%

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