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 0.91% 4.13 CHF 4.17 CHF 12,500 12,500 17,094 17,094 70,646 CHF 71,263 CHF 89.88% 89.88%
12/07/2024 0.70% 4.63 CHF 4.66 CHF 25,000 25,000 25,000 25,000 113,329 CHF 114,120 CHF 98.91% 98.91%
11/07/2024 0.69% 4.48 CHF 4.51 CHF 25,000 25,000 25,000 25,000 111,392 CHF 112,163 CHF 94.28% 94.28%
10/07/2024 0.74% 4.26 CHF 4.29 CHF 25,000 25,000 25,000 25,000 104,377 CHF 105,154 CHF 90.36% 90.36%
09/07/2024 0.74% 4.14 CHF 4.17 CHF 25,000 25,000 25,000 25,000 106,061 CHF 106,846 CHF 100.00% 100.00%
08/07/2024 0.73% 4.18 CHF 4.21 CHF 25,000 25,000 25,000 25,000 106,213 CHF 106,986 CHF 99.63% 99.63%
05/07/2024 0.73% 4.32 CHF 4.35 CHF 25,000 25,000 25,000 25,000 110,537 CHF 111,352 CHF 98.86% 98.86%
04/07/2024 0.71% 4.39 CHF 4.43 CHF 25,000 25,000 25,000 25,000 110,352 CHF 111,138 CHF 98.11% 98.11%
03/07/2024 0.70% 4.42 CHF 4.45 CHF 25,000 25,000 25,000 25,000 111,622 CHF 112,404 CHF 99.82% 99.82%
02/07/2024 0.70% 4.43 CHF 4.47 CHF 25,000 25,000 25,000 25,000 111,161 CHF 111,943 CHF 100.00% 100.00%

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