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 0.24% 4.04 CHF 4.05 CHF 10,000 10,000 10,000 10,000 41,889 CHF 41,989 CHF 100.00% 100.00%
12/07/2024 0.24% 4.14 CHF 4.15 CHF 10,000 10,000 10,000 10,000 42,395 CHF 42,495 CHF 98.39% 98.39%
11/07/2024 0.23% 4.41 CHF 4.42 CHF 10,000 10,000 10,000 10,000 42,774 CHF 42,874 CHF 99.84% 99.84%
10/07/2024 0.24% 4.10 CHF 4.11 CHF 10,000 10,000 10,000 10,000 41,534 CHF 41,634 CHF 99.80% 99.80%
09/07/2024 0.23% 4.19 CHF 4.20 CHF 10,000 10,000 10,000 10,000 42,740 CHF 42,840 CHF 100.00% 100.00%
08/07/2024 0.23% 4.22 CHF 4.23 CHF 10,000 10,000 10,000 10,000 43,625 CHF 43,725 CHF 98.98% 98.98%
05/07/2024 0.23% 4.42 CHF 4.43 CHF 10,000 10,000 10,000 10,000 44,160 CHF 44,260 CHF 100.00% 100.00%
04/07/2024 0.24% 4.23 CHF 4.24 CHF 10,000 10,000 10,000 10,000 42,041 CHF 42,141 CHF 98.16% 98.16%
03/07/2024 0.25% 3.93 CHF 3.94 CHF 10,000 10,000 9,998 10,000 39,383 CHF 39,490 CHF 100.00% 100.00%
02/07/2024 0.27% 3.81 CHF 3.82 CHF 10,000 10,000 9,998 10,000 36,643 CHF 36,751 CHF 100.00% 100.00%

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