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 0.35% 5.34 CHF 5.35 CHF 76,000 76,000 35,253 35,253 183,460 CHF 183,996 CHF 100.00% 100.00%
12/07/2024 0.37% 5.05 CHF 5.06 CHF 80,000 80,000 36,085 36,085 179,492 CHF 180,039 CHF 100.00% 100.00%
11/07/2024 0.35% 5.03 CHF 5.04 CHF 80,000 80,000 35,527 35,527 182,608 CHF 183,145 CHF 99.98% 99.98%
10/07/2024 0.36% 5.01 CHF 5.02 CHF 80,000 80,000 35,771 35,771 178,839 CHF 179,380 CHF 100.00% 100.00%
09/07/2024 0.36% 4.96 CHF 4.97 CHF 80,000 80,000 35,780 35,780 180,507 CHF 181,049 CHF 99.99% 99.99%
08/07/2024 0.36% 5.01 CHF 5.02 CHF 80,000 80,000 35,510 35,510 177,551 CHF 178,086 CHF 100.00% 100.00%
05/07/2024 0.39% 4.88 CHF 4.89 CHF 84,000 84,000 37,955 37,955 179,022 CHF 179,602 CHF 99.63% 99.63%
04/07/2024 0.43% 4.63 CHF 4.65 CHF 34,000 34,000 27,086 27,086 125,610 CHF 126,152 CHF 100.00% 100.00%
03/07/2024 0.39% 4.69 CHF 4.70 CHF 84,000 84,000 37,514 37,514 174,956 CHF 175,524 CHF 100.00% 100.00%
02/07/2024 0.39% 4.71 CHF 4.72 CHF 84,000 84,000 36,579 36,579 170,236 CHF 170,785 CHF 99.97% 99.97%

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