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% 5.40 CHF 5.41 CHF 76,000 76,000 35,368 35,368 186,337 CHF 186,874 CHF 99.26% 99.26%
12/07/2024 0.36% 5.11 CHF 5.12 CHF 80,000 80,000 36,085 36,085 181,550 CHF 182,098 CHF 100.00% 100.00%
11/07/2024 0.34% 5.09 CHF 5.10 CHF 80,000 80,000 35,535 35,535 184,865 CHF 185,402 CHF 99.99% 99.99%
10/07/2024 0.36% 5.07 CHF 5.08 CHF 80,000 80,000 35,771 35,771 180,824 CHF 181,366 CHF 100.00% 100.00%
09/07/2024 0.35% 5.02 CHF 5.03 CHF 80,000 80,000 35,784 35,784 182,643 CHF 183,185 CHF 100.00% 100.00%
08/07/2024 0.35% 5.07 CHF 5.08 CHF 80,000 80,000 35,511 35,511 179,614 CHF 180,149 CHF 100.00% 100.00%
05/07/2024 0.38% 4.94 CHF 4.95 CHF 84,000 84,000 37,962 37,962 180,967 CHF 181,545 CHF 99.17% 99.17%
04/07/2024 0.43% 4.68 CHF 4.70 CHF 34,000 34,000 27,109 27,109 126,982 CHF 127,524 CHF 99.65% 99.65%
03/07/2024 0.38% 4.73 CHF 4.74 CHF 84,000 84,000 37,515 37,515 176,767 CHF 177,335 CHF 100.00% 100.00%
02/07/2024 0.39% 4.76 CHF 4.77 CHF 84,000 84,000 36,578 36,578 171,965 CHF 172,514 CHF 99.97% 99.97%

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