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 0.21% 4.69 CHF 4.70 CHF 112,000 112,000 111,695 111,695 527,203 CHF 528,320 CHF 100.00% 100.00%
12/07/2024 0.22% 4.84 CHF 4.85 CHF 112,000 112,000 113,200 113,200 523,977 CHF 525,109 CHF 99.99% 99.99%
11/07/2024 0.22% 4.54 CHF 4.55 CHF 116,000 116,000 115,403 115,403 515,742 CHF 516,897 CHF 99.97% 99.97%
10/07/2024 0.23% 4.44 CHF 4.45 CHF 116,000 116,000 117,127 117,127 509,196 CHF 510,367 CHF 100.00% 100.00%
09/07/2024 0.23% 4.24 CHF 4.25 CHF 120,000 120,000 117,141 117,141 509,214 CHF 510,385 CHF 99.73% 99.73%
08/07/2024 0.22% 4.47 CHF 4.48 CHF 116,000 116,000 115,518 115,518 518,822 CHF 519,977 CHF 99.29% 99.29%
05/07/2024 0.22% 4.47 CHF 4.48 CHF 116,000 116,000 113,962 113,962 519,799 CHF 520,938 CHF 99.99% 99.99%
04/07/2024 0.22% 4.49 CHF 4.50 CHF 116,000 116,000 115,520 115,520 515,745 CHF 516,900 CHF 99.57% 99.57%
03/07/2024 0.23% 4.46 CHF 4.47 CHF 116,000 116,000 116,265 116,265 512,574 CHF 513,737 CHF 100.00% 100.00%
02/07/2024 0.23% 4.35 CHF 4.36 CHF 118,000 118,000 117,513 117,513 511,763 CHF 512,938 CHF 99.99% 99.99%

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