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 0.70% 3.34 CHF 3.35 CHF 92,000 92,000 29,695 29,695 98,489 CHF 98,929 CHF 98.81% 98.81%
12/07/2024 0.71% 3.32 CHF 3.33 CHF 92,000 92,000 29,877 29,877 99,032 CHF 99,483 CHF 100.00% 100.00%
11/07/2024 0.67% 3.45 CHF 3.46 CHF 90,000 90,000 28,383 28,383 99,130 CHF 99,551 CHF 99.98% 99.98%
10/07/2024 0.65% 3.50 CHF 3.51 CHF 88,000 88,000 28,292 28,292 100,948 CHF 101,371 CHF 99.90% 99.90%
09/07/2024 0.65% 3.69 CHF 3.70 CHF 86,000 86,000 27,921 27,921 101,763 CHF 102,182 CHF 99.98% 99.98%
08/07/2024 0.65% 3.55 CHF 3.56 CHF 88,000 88,000 28,330 28,330 101,255 CHF 101,678 CHF 99.98% 99.98%
05/07/2024 0.65% 3.60 CHF 3.61 CHF 88,000 88,000 28,184 28,184 101,093 CHF 101,515 CHF 99.71% 99.71%
04/07/2024 0.70% 3.56 CHF 3.58 CHF 18,000 18,000 13,208 13,208 47,346 CHF 47,658 CHF 94.02% 94.02%
03/07/2024 0.63% 3.63 CHF 3.64 CHF 88,000 88,000 27,956 27,956 102,559 CHF 102,978 CHF 99.52% 99.52%
02/07/2024 0.66% 3.64 CHF 3.65 CHF 86,000 86,000 27,844 27,844 100,258 CHF 100,674 CHF 100.00% 100.00%

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