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 0.23% 4.21 CHF 4.22 CHF 300,000 100,000 300,000 100,000 1,284,790 CHF 429,265 CHF 99.08% 99.08%
12/07/2024 0.24% 4.28 CHF 4.29 CHF 300,000 100,000 300,000 100,000 1,246,100 CHF 416,366 CHF 99.24% 99.24%
11/07/2024 0.23% 4.18 CHF 4.19 CHF 300,000 100,000 300,000 100,000 1,283,860 CHF 428,952 CHF 98.25% 98.25%
10/07/2024 0.24% 4.23 CHF 4.24 CHF 300,000 100,000 300,000 100,000 1,242,290 CHF 415,097 CHF 99.24% 99.24%
09/07/2024 0.24% 4.12 CHF 4.13 CHF 300,000 100,000 300,000 100,000 1,256,080 CHF 419,693 CHF 99.23% 99.23%
08/07/2024 0.24% 4.21 CHF 4.22 CHF 300,000 100,000 300,000 100,000 1,269,700 CHF 424,233 CHF 99.23% 99.23%
05/07/2024 0.24% 4.18 CHF 4.19 CHF 300,000 100,000 300,000 100,000 1,260,820 CHF 421,275 CHF 99.23% 99.23%
04/07/2024 0.24% 4.13 CHF 4.14 CHF 300,000 100,000 300,000 100,000 1,247,110 CHF 416,704 CHF 99.23% 99.23%
03/07/2024 0.24% 4.15 CHF 4.16 CHF 300,000 100,000 300,000 100,000 1,241,630 CHF 414,876 CHF 99.23% 99.23%
02/07/2024 0.25% 4.00 CHF 4.01 CHF 300,000 100,000 300,000 100,000 1,179,180 CHF 394,059 CHF 99.23% 99.23%

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