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% 5.36 CHF 5.37 CHF 76,000 76,000 35,368 35,368 184,812 CHF 185,348 CHF 99.26% 99.26%
12/07/2024 0.36% 5.07 CHF 5.08 CHF 80,000 80,000 36,085 36,085 180,327 CHF 180,875 CHF 100.00% 100.00%
11/07/2024 0.35% 5.05 CHF 5.06 CHF 80,000 80,000 35,515 35,515 183,389 CHF 183,926 CHF 99.95% 99.95%
10/07/2024 0.36% 5.04 CHF 5.05 CHF 80,000 80,000 35,772 35,772 179,616 CHF 180,157 CHF 100.00% 100.00%
09/07/2024 0.35% 4.98 CHF 4.99 CHF 80,000 80,000 35,784 35,784 181,288 CHF 181,830 CHF 100.00% 100.00%
08/07/2024 0.36% 5.03 CHF 5.04 CHF 80,000 80,000 35,511 35,511 178,310 CHF 178,846 CHF 100.00% 100.00%
05/07/2024 0.39% 4.91 CHF 4.92 CHF 84,000 84,000 37,953 37,953 179,915 CHF 180,494 CHF 99.63% 99.63%
04/07/2024 0.43% 4.66 CHF 4.68 CHF 34,000 34,000 27,086 27,086 126,280 CHF 126,822 CHF 100.00% 100.00%
03/07/2024 0.38% 4.71 CHF 4.72 CHF 84,000 84,000 37,515 37,515 175,853 CHF 176,421 CHF 100.00% 100.00%
02/07/2024 0.39% 4.73 CHF 4.74 CHF 84,000 84,000 36,583 36,583 171,052 CHF 171,601 CHF 99.98% 99.98%

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