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 0.72% 3.23 CHF 3.24 CHF 92,000 92,000 29,697 29,697 95,445 CHF 95,885 CHF 98.82% 98.82%
12/07/2024 0.73% 3.22 CHF 3.23 CHF 92,000 92,000 29,877 29,877 95,963 CHF 96,414 CHF 100.00% 100.00%
11/07/2024 0.69% 3.35 CHF 3.36 CHF 90,000 90,000 28,388 28,388 96,246 CHF 96,668 CHF 99.99% 99.99%
10/07/2024 0.67% 3.40 CHF 3.41 CHF 88,000 88,000 28,292 28,292 98,036 CHF 98,459 CHF 99.90% 99.90%
09/07/2024 0.67% 3.59 CHF 3.60 CHF 86,000 86,000 27,904 27,904 98,820 CHF 99,239 CHF 99.98% 99.98%
08/07/2024 0.67% 3.45 CHF 3.46 CHF 88,000 88,000 28,335 28,335 98,370 CHF 98,793 CHF 99.98% 99.98%
05/07/2024 0.67% 3.50 CHF 3.51 CHF 88,000 88,000 28,181 28,181 98,197 CHF 98,619 CHF 99.70% 99.70%
04/07/2024 0.72% 3.45 CHF 3.47 CHF 18,000 18,000 13,210 13,210 46,005 CHF 46,317 CHF 94.02% 94.02%
03/07/2024 0.65% 3.53 CHF 3.54 CHF 88,000 88,000 27,956 27,956 99,708 CHF 100,127 CHF 99.52% 99.52%
02/07/2024 0.68% 3.54 CHF 3.55 CHF 86,000 86,000 27,845 27,845 97,401 CHF 97,817 CHF 100.00% 100.00%

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