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 0.34% 5.46 CHF 5.47 CHF 76,000 76,000 35,368 35,368 188,155 CHF 188,692 CHF 99.26% 99.26%
12/07/2024 0.36% 5.16 CHF 5.17 CHF 80,000 80,000 36,086 36,086 183,408 CHF 183,956 CHF 100.00% 100.00%
11/07/2024 0.34% 5.14 CHF 5.15 CHF 80,000 80,000 35,530 35,530 186,665 CHF 187,202 CHF 99.98% 99.98%
10/07/2024 0.35% 5.12 CHF 5.13 CHF 80,000 80,000 35,771 35,771 182,670 CHF 183,212 CHF 100.00% 100.00%
09/07/2024 0.35% 5.07 CHF 5.08 CHF 80,000 80,000 35,780 35,780 184,392 CHF 184,934 CHF 99.99% 99.99%
08/07/2024 0.35% 5.12 CHF 5.13 CHF 80,000 80,000 35,511 35,511 181,442 CHF 181,977 CHF 100.00% 100.00%
05/07/2024 0.38% 4.99 CHF 5.00 CHF 84,000 84,000 37,964 37,964 182,941 CHF 183,519 CHF 99.17% 99.17%
04/07/2024 0.42% 4.73 CHF 4.75 CHF 34,000 34,000 27,109 27,109 128,384 CHF 128,926 CHF 99.65% 99.65%
03/07/2024 0.38% 4.79 CHF 4.80 CHF 84,000 84,000 37,511 37,511 178,685 CHF 179,252 CHF 99.99% 99.99%
02/07/2024 0.38% 4.81 CHF 4.82 CHF 84,000 84,000 36,579 36,579 173,785 CHF 174,334 CHF 99.98% 99.98%

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