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 0.51% 3.95 CHF 3.97 CHF 21,000 21,000 20,937 20,937 82,619 CHF 83,037 CHF 98.92% 98.92%
12/07/2024 0.50% 3.96 CHF 3.98 CHF 21,500 21,500 22,013 22,013 87,472 CHF 87,912 CHF 98.65% 98.65%
11/07/2024 0.50% 3.99 CHF 4.01 CHF 22,500 22,500 22,483 22,483 89,566 CHF 90,016 CHF 98.72% 98.72%
10/07/2024 0.50% 3.97 CHF 3.99 CHF 22,000 22,000 22,530 22,530 89,749 CHF 90,200 CHF 98.95% 98.95%
09/07/2024 0.51% 3.99 CHF 4.01 CHF 23,000 23,000 22,458 22,458 89,564 CHF 90,014 CHF 100.00% 100.00%
08/07/2024 0.51% 3.99 CHF 4.01 CHF 23,000 23,000 22,280 22,280 88,760 CHF 89,206 CHF 100.00% 100.00%
05/07/2024 0.50% 3.98 CHF 4.00 CHF 22,500 22,500 22,713 22,713 90,673 CHF 91,128 CHF 100.00% 100.00%
04/07/2024 0.50% 4.00 CHF 4.02 CHF 23,500 23,500 22,946 22,946 91,726 CHF 92,186 CHF 100.00% 100.00%
03/07/2024 0.51% 3.99 CHF 4.01 CHF 23,000 23,000 22,058 22,058 87,785 CHF 88,227 CHF 98.70% 98.70%
02/07/2024 0.51% 3.96 CHF 3.98 CHF 21,000 21,000 21,110 21,110 83,670 CHF 84,093 CHF 100.00% 100.00%

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