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% 4.58 CHF 4.59 CHF 118,000 118,000 65,763 65,763 296,204 CHF 296,863 CHF 99.99% 99.99%
12/07/2024 0.23% 4.50 CHF 4.51 CHF 120,000 120,000 66,086 66,086 297,514 CHF 298,176 CHF 100.00% 100.00%
11/07/2024 0.22% 4.54 CHF 4.55 CHF 118,000 118,000 64,607 64,607 302,787 CHF 303,435 CHF 100.00% 100.00%
10/07/2024 0.22% 4.71 CHF 4.72 CHF 116,000 116,000 64,247 64,247 301,882 CHF 302,526 CHF 99.99% 99.99%
09/07/2024 0.22% 4.70 CHF 4.71 CHF 116,000 116,000 64,275 64,275 301,655 CHF 302,299 CHF 100.00% 100.00%
08/07/2024 0.22% 4.67 CHF 4.68 CHF 116,000 116,000 64,867 64,867 302,773 CHF 303,423 CHF 100.00% 100.00%
05/07/2024 0.22% 4.70 CHF 4.71 CHF 116,000 116,000 65,136 65,136 299,320 CHF 299,973 CHF 99.11% 99.11%
04/07/2024 0.22% 4.54 CHF 4.55 CHF 59,000 59,000 53,167 53,167 241,151 CHF 241,683 CHF 100.00% 100.00%
03/07/2024 0.23% 4.52 CHF 4.53 CHF 118,000 118,000 65,658 65,658 295,767 CHF 296,425 CHF 99.59% 99.59%
02/07/2024 0.23% 4.44 CHF 4.45 CHF 120,000 120,000 66,118 66,118 290,987 CHF 291,650 CHF 99.94% 99.94%

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