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 0.24% 4.18 CHF 4.19 CHF 500,000 500,000 306,643 306,643 1,268,070 CHF 1,271,130 CHF 95.58% 95.58%
12/07/2024 0.24% 4.14 CHF 4.15 CHF 500,000 500,000 304,546 304,546 1,263,600 CHF 1,266,650 CHF 99.26% 99.26%
11/07/2024 0.23% 4.15 CHF 4.16 CHF 500,000 500,000 305,160 305,160 1,314,780 CHF 1,317,830 CHF 97.71% 97.71%
10/07/2024 0.23% 4.27 CHF 4.28 CHF 500,000 500,000 305,232 305,232 1,310,060 CHF 1,313,110 CHF 98.06% 98.06%
09/07/2024 0.23% 4.32 CHF 4.33 CHF 500,000 500,000 304,333 304,333 1,331,160 CHF 1,334,200 CHF 99.67% 99.67%
08/07/2024 0.23% 4.36 CHF 4.37 CHF 500,000 500,000 305,300 305,300 1,339,760 CHF 1,342,820 CHF 97.87% 97.87%
05/07/2024 0.23% 4.38 CHF 4.39 CHF 500,000 500,000 306,574 306,574 1,323,470 CHF 1,326,540 CHF 95.47% 95.47%
04/07/2024 0.23% 4.27 CHF 4.28 CHF 250,000 250,000 250,000 250,000 1,075,260 CHF 1,077,760 CHF 89.42% 89.42%
03/07/2024 0.23% 4.28 CHF 4.29 CHF 500,000 500,000 305,558 305,558 1,305,190 CHF 1,308,250 CHF 97.31% 97.31%
02/07/2024 0.24% 4.24 CHF 4.25 CHF 500,000 500,000 304,776 304,776 1,286,740 CHF 1,289,790 CHF 98.80% 98.80%

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