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 0.21% 4.79 CHF 4.80 CHF 24,900 24,900 24,346 24,346 118,856 CHF 119,100 CHF 99.40% 99.40%
12/07/2024 0.21% 4.94 CHF 4.95 CHF 24,400 24,400 24,334 24,334 118,716 CHF 118,959 CHF 100.00% 100.00%
11/07/2024 0.21% 4.85 CHF 4.86 CHF 24,600 24,600 24,492 24,492 118,047 CHF 118,292 CHF 99.83% 99.83%
10/07/2024 0.22% 4.75 CHF 4.76 CHF 25,000 25,000 24,845 24,845 116,582 CHF 116,831 CHF 97.26% 100.00%
09/07/2024 0.21% 4.68 CHF 4.69 CHF 25,100 25,100 24,677 24,677 117,081 CHF 117,328 CHF 99.94% 99.94%
08/07/2024 0.21% 4.73 CHF 4.74 CHF 25,000 25,000 24,655 24,655 116,980 CHF 117,227 CHF 100.00% 100.00%
05/07/2024 0.21% 4.74 CHF 4.75 CHF 25,000 25,000 24,553 24,553 117,678 CHF 117,924 CHF 100.00% 100.00%
04/07/2024 0.21% 4.79 CHF 4.80 CHF 24,800 24,800 24,742 24,742 117,154 CHF 117,401 CHF 100.00% 100.00%
03/07/2024 0.22% 4.66 CHF 4.67 CHF 25,200 25,200 24,868 24,868 116,640 CHF 116,889 CHF 99.88% 99.88%
02/07/2024 0.22% 4.61 CHF 4.62 CHF 25,300 25,300 25,234 25,234 115,038 CHF 115,290 CHF 99.29% 99.29%

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