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 0.22% 4.41 CHF 4.42 CHF 112,000 112,000 111,696 111,696 496,278 CHF 497,395 CHF 100.00% 100.00%
12/07/2024 0.23% 4.56 CHF 4.57 CHF 112,000 112,000 113,200 113,200 492,709 CHF 493,841 CHF 100.00% 100.00%
11/07/2024 0.24% 4.26 CHF 4.27 CHF 116,000 116,000 115,405 115,405 483,855 CHF 485,010 CHF 99.99% 99.99%
10/07/2024 0.25% 4.16 CHF 4.17 CHF 116,000 116,000 117,127 117,127 476,852 CHF 478,023 CHF 100.00% 100.00%
09/07/2024 0.25% 3.96 CHF 3.97 CHF 120,000 120,000 117,160 117,160 476,995 CHF 478,167 CHF 99.73% 99.73%
08/07/2024 0.24% 4.19 CHF 4.20 CHF 116,000 116,000 115,518 115,518 487,075 CHF 488,230 CHF 99.32% 99.32%
05/07/2024 0.23% 4.19 CHF 4.20 CHF 116,000 116,000 113,962 113,962 488,394 CHF 489,534 CHF 100.00% 100.00%
04/07/2024 0.24% 4.22 CHF 4.23 CHF 116,000 116,000 115,520 115,520 483,904 CHF 485,059 CHF 99.61% 99.61%
03/07/2024 0.24% 4.19 CHF 4.20 CHF 116,000 116,000 116,265 116,265 480,536 CHF 481,699 CHF 100.00% 100.00%
02/07/2024 0.24% 4.08 CHF 4.09 CHF 118,000 118,000 117,513 117,513 479,496 CHF 480,671 CHF 99.98% 99.98%

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