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 0.52% 4.53 CHF 4.54 CHF 40,000 40,000 17,959 17,959 80,934 CHF 81,259 CHF 99.26% 99.26%
12/07/2024 0.61% 4.49 CHF 4.50 CHF 40,000 40,000 18,113 18,113 81,174 CHF 81,546 CHF 99.39% 99.39%
11/07/2024 0.63% 4.48 CHF 4.49 CHF 41,000 41,000 18,006 18,006 81,026 CHF 81,403 CHF 99.76% 99.76%
10/07/2024 0.52% 4.48 CHF 4.49 CHF 40,000 40,000 18,429 18,429 82,345 CHF 82,683 CHF 100.00% 100.00%
09/07/2024 0.54% 4.45 CHF 4.46 CHF 41,000 41,000 18,856 18,856 82,225 CHF 82,571 CHF 100.00% 100.00%
08/07/2024 0.54% 4.34 CHF 4.35 CHF 41,000 41,000 18,885 18,885 81,307 CHF 81,655 CHF 100.00% 100.00%
05/07/2024 0.53% 4.29 CHF 4.30 CHF 42,000 42,000 18,860 18,860 81,880 CHF 82,227 CHF 99.63% 99.63%
04/07/2024 0.57% 4.42 CHF 4.44 CHF 17,000 17,000 13,816 13,816 60,807 CHF 61,141 CHF 99.83% 99.83%
03/07/2024 0.53% 4.39 CHF 4.40 CHF 41,000 41,000 18,948 18,948 83,315 CHF 83,662 CHF 99.31% 99.31%
02/07/2024 0.55% 4.27 CHF 4.28 CHF 42,000 42,000 19,047 19,047 80,913 CHF 81,261 CHF 100.00% 100.00%

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