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 0.20% 5.06 CHF 5.07 CHF 122,000 122,000 53,645 53,645 271,111 CHF 271,649 CHF 99.94% 99.94%
12/07/2024 0.20% 5.20 CHF 5.21 CHF 120,000 120,000 53,592 53,592 269,878 CHF 270,414 CHF 99.96% 99.96%
11/07/2024 0.20% 5.02 CHF 5.03 CHF 122,000 122,000 53,106 53,106 269,781 CHF 270,315 CHF 99.92% 99.92%
10/07/2024 0.21% 5.06 CHF 5.07 CHF 122,000 122,000 54,128 54,128 269,016 CHF 269,559 CHF 99.89% 99.89%
09/07/2024 0.21% 4.81 CHF 4.82 CHF 126,000 126,000 54,675 54,675 265,723 CHF 266,271 CHF 99.67% 99.67%
08/07/2024 0.22% 4.69 CHF 4.70 CHF 128,000 128,000 55,844 55,844 261,578 CHF 262,137 CHF 99.97% 99.97%
05/07/2024 0.24% 4.55 CHF 4.56 CHF 130,000 130,000 58,311 58,311 254,577 CHF 255,162 CHF 99.36% 99.36%
04/07/2024 0.23% 4.21 CHF 4.22 CHF 48,000 48,000 40,637 40,637 172,716 CHF 173,122 CHF 97.59% 97.59%
03/07/2024 0.24% 4.24 CHF 4.25 CHF 136,000 136,000 57,985 57,985 245,980 CHF 246,560 CHF 97.00% 97.00%
02/07/2024 0.26% 4.02 CHF 4.03 CHF 140,000 140,000 61,227 61,227 242,474 CHF 243,088 CHF 99.99% 99.99%

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