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 0.49% 3.98 CHF 4.00 CHF 19,900 19,900 19,752 19,752 80,227 CHF 80,622 CHF 99.99% 99.99%
12/07/2024 0.50% 4.02 CHF 4.04 CHF 19,700 19,700 19,704 19,704 78,557 CHF 78,951 CHF 100.00% 100.00%
11/07/2024 0.49% 4.09 CHF 4.11 CHF 19,400 19,400 19,411 19,411 79,452 CHF 79,840 CHF 99.99% 99.99%
10/07/2024 0.50% 4.06 CHF 4.08 CHF 20,300 20,300 20,400 20,400 81,389 CHF 81,797 CHF 100.00% 100.00%
09/07/2024 0.51% 3.88 CHF 3.90 CHF 20,600 20,600 20,553 20,553 80,486 CHF 80,897 CHF 99.99% 99.99%
08/07/2024 0.51% 3.85 CHF 3.87 CHF 21,500 21,500 21,429 21,429 83,664 CHF 84,093 CHF 99.99% 99.99%
05/07/2024 0.54% 3.65 CHF 3.67 CHF 21,800 21,800 21,683 21,683 80,409 CHF 80,843 CHF 100.00% 100.00%
04/07/2024 0.54% 3.70 CHF 3.72 CHF 22,400 22,400 22,408 22,408 82,707 CHF 83,155 CHF 100.00% 100.00%
03/07/2024 0.57% 3.53 CHF 3.55 CHF 21,900 21,900 21,911 21,911 76,698 CHF 77,136 CHF 100.00% 100.00%
02/07/2024 0.55% 3.71 CHF 3.73 CHF 20,700 20,700 20,814 20,814 75,678 CHF 76,094 CHF 99.99% 99.99%

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