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% 4.98 CHF 4.99 CHF 178,000 178,000 98,668 98,668 486,812 CHF 487,800 CHF 98.88% 98.88%
12/07/2024 0.22% 4.84 CHF 4.85 CHF 180,000 180,000 100,719 100,719 477,859 CHF 478,868 CHF 99.98% 99.98%
11/07/2024 0.21% 4.66 CHF 4.67 CHF 185,000 185,000 99,464 99,464 479,526 CHF 480,527 CHF 99.99% 99.99%
10/07/2024 0.21% 4.82 CHF 4.83 CHF 180,000 180,000 100,104 100,104 479,095 CHF 480,099 CHF 99.89% 99.89%
09/07/2024 0.22% 4.71 CHF 4.72 CHF 183,000 183,000 101,096 101,096 476,295 CHF 477,308 CHF 99.43% 99.43%
08/07/2024 0.22% 4.65 CHF 4.66 CHF 185,000 185,000 102,228 102,228 475,099 CHF 476,124 CHF 100.00% 100.00%
05/07/2024 0.23% 4.60 CHF 4.61 CHF 185,000 185,000 103,064 103,064 466,277 CHF 467,310 CHF 99.35% 99.35%
04/07/2024 0.22% 4.48 CHF 4.49 CHF 94,000 94,000 83,884 83,884 375,919 CHF 376,758 CHF 99.50% 99.50%
03/07/2024 0.23% 4.46 CHF 4.47 CHF 190,000 190,000 104,684 104,684 465,739 CHF 466,788 CHF 99.36% 99.36%
02/07/2024 0.24% 4.46 CHF 4.47 CHF 190,000 190,000 105,804 105,804 460,401 CHF 461,461 CHF 100.00% 100.00%

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