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 0.29% 4.74 CHF 4.76 CHF 97,600 97,600 97,600 97,600 487,508 CHF 488,910 CHF 100.00% 100.00%
12/07/2024 0.20% 5.39 CHF 5.40 CHF 109,100 109,100 109,100 109,100 543,058 CHF 544,149 CHF 100.00% 100.00%
11/07/2024 0.21% 4.75 CHF 4.76 CHF 112,400 112,400 112,400 112,400 529,742 CHF 530,866 CHF 99.84% 99.84%
10/07/2024 0.23% 4.51 CHF 4.52 CHF 123,600 123,600 123,600 123,600 531,450 CHF 532,686 CHF 100.00% 100.00%
09/07/2024 0.23% 4.02 CHF 4.03 CHF 108,400 108,400 108,400 108,400 473,768 CHF 474,852 CHF 100.00% 100.00%
08/07/2024 0.20% 4.73 CHF 4.74 CHF 106,200 106,200 106,200 106,200 527,797 CHF 528,859 CHF 98.70% 98.70%
05/07/2024 0.20% 4.77 CHF 4.78 CHF 104,500 104,500 104,500 104,500 526,117 CHF 527,162 CHF 99.97% 99.97%
04/07/2024 0.21% 4.93 CHF 4.94 CHF 108,500 108,500 108,500 108,500 528,632 CHF 529,717 CHF 100.00% 100.00%
03/07/2024 0.21% 4.71 CHF 4.72 CHF 120,100 120,100 120,100 120,100 559,073 CHF 560,274 CHF 100.00% 100.00%
02/07/2024 0.25% 4.17 CHF 4.18 CHF 114,800 114,800 114,800 114,800 461,661 CHF 462,809 CHF 99.99% 99.99%

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