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 0.20% 5.08 CHF 5.09 CHF 112,000 112,000 111,696 111,696 571,604 CHF 572,721 CHF 99.99% 99.99%
12/07/2024 0.20% 5.24 CHF 5.25 CHF 112,000 112,000 113,200 113,200 568,957 CHF 570,089 CHF 99.99% 99.99%
11/07/2024 0.21% 4.93 CHF 4.94 CHF 116,000 116,000 115,408 115,408 561,529 CHF 562,683 CHF 100.00% 100.00%
10/07/2024 0.21% 4.83 CHF 4.84 CHF 116,000 116,000 117,127 117,127 555,555 CHF 556,727 CHF 99.99% 99.99%
09/07/2024 0.21% 4.63 CHF 4.64 CHF 120,000 120,000 117,142 117,142 555,563 CHF 556,735 CHF 99.69% 99.69%
08/07/2024 0.20% 4.87 CHF 4.88 CHF 116,000 116,000 115,518 115,518 564,530 CHF 565,685 CHF 99.28% 99.28%
05/07/2024 0.20% 4.86 CHF 4.87 CHF 116,000 116,000 113,962 113,962 564,878 CHF 566,017 CHF 100.00% 100.00%
04/07/2024 0.21% 4.89 CHF 4.90 CHF 116,000 116,000 115,520 115,520 561,434 CHF 562,590 CHF 99.57% 99.57%
03/07/2024 0.21% 4.86 CHF 4.87 CHF 116,000 116,000 116,265 116,265 558,565 CHF 559,728 CHF 100.00% 100.00%
02/07/2024 0.21% 4.75 CHF 4.76 CHF 118,000 118,000 117,513 117,513 558,099 CHF 559,274 CHF 99.98% 99.98%

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