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 0.25% 4.00 CHF 4.01 CHF 500,000 500,000 306,623 306,623 1,212,640 CHF 1,215,710 CHF 95.58% 95.58%
12/07/2024 0.25% 3.96 CHF 3.97 CHF 500,000 500,000 304,564 304,564 1,208,700 CHF 1,211,740 CHF 99.26% 99.26%
11/07/2024 0.24% 3.97 CHF 3.98 CHF 500,000 500,000 305,314 305,314 1,260,180 CHF 1,263,230 CHF 97.84% 97.84%
10/07/2024 0.24% 4.09 CHF 4.10 CHF 500,000 500,000 305,249 305,249 1,254,770 CHF 1,257,820 CHF 97.99% 97.99%
09/07/2024 0.24% 4.14 CHF 4.15 CHF 500,000 500,000 304,288 304,288 1,275,740 CHF 1,278,790 CHF 99.67% 99.67%
08/07/2024 0.24% 4.18 CHF 4.19 CHF 500,000 500,000 305,292 305,292 1,284,580 CHF 1,287,630 CHF 97.88% 97.88%
05/07/2024 0.24% 4.20 CHF 4.21 CHF 500,000 500,000 306,657 306,657 1,268,400 CHF 1,271,470 CHF 95.50% 95.50%
04/07/2024 0.24% 4.09 CHF 4.10 CHF 250,000 250,000 250,000 250,000 1,029,930 CHF 1,032,430 CHF 88.06% 88.06%
03/07/2024 0.24% 4.10 CHF 4.11 CHF 500,000 500,000 305,583 305,583 1,249,740 CHF 1,252,800 CHF 97.34% 97.34%
02/07/2024 0.25% 4.06 CHF 4.07 CHF 500,000 500,000 304,029 304,029 1,228,080 CHF 1,231,120 CHF 98.42% 98.42%

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