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 0.25% 4.00 CHF 4.01 CHF 36,000 36,000 36,042 36,042 145,322 CHF 145,683 CHF 100.00% 100.00%
12/07/2024 0.25% 4.06 CHF 4.07 CHF 36,000 36,000 36,783 36,783 144,907 CHF 145,275 CHF 100.00% 100.00%
11/07/2024 0.25% 3.96 CHF 3.97 CHF 37,000 37,000 36,829 36,829 145,552 CHF 145,920 CHF 99.99% 99.99%
10/07/2024 0.24% 3.94 CHF 3.95 CHF 37,000 37,000 36,039 36,039 148,409 CHF 148,770 CHF 100.00% 100.00%
09/07/2024 0.24% 4.26 CHF 4.27 CHF 35,000 35,000 35,157 35,157 148,651 CHF 149,003 CHF 100.00% 100.00%
08/07/2024 0.24% 4.20 CHF 4.21 CHF 36,000 36,000 35,890 35,890 149,981 CHF 150,340 CHF 99.99% 99.99%
05/07/2024 0.24% 4.25 CHF 4.26 CHF 35,000 35,000 35,222 35,222 149,511 CHF 149,863 CHF 99.81% 99.81%
04/07/2024 0.23% 4.37 CHF 4.38 CHF 35,000 35,000 35,000 35,000 151,597 CHF 151,947 CHF 99.49% 99.49%
03/07/2024 0.23% 4.32 CHF 4.33 CHF 35,000 35,000 35,000 35,000 151,873 CHF 152,223 CHF 99.35% 99.35%
02/07/2024 0.23% 4.25 CHF 4.26 CHF 35,000 35,000 35,000 35,000 151,441 CHF 151,791 CHF 99.98% 99.98%

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