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 0.36% 5.21 CHF 5.22 CHF 76,000 76,000 35,368 35,368 179,299 CHF 179,835 CHF 99.26% 99.26%
12/07/2024 0.38% 4.91 CHF 4.92 CHF 80,000 80,000 36,085 36,085 174,365 CHF 174,913 CHF 100.00% 100.00%
11/07/2024 0.36% 4.89 CHF 4.90 CHF 80,000 80,000 35,525 35,525 177,809 CHF 178,346 CHF 99.97% 99.97%
10/07/2024 0.37% 4.87 CHF 4.88 CHF 80,000 80,000 35,771 35,771 173,760 CHF 174,301 CHF 100.00% 100.00%
09/07/2024 0.37% 4.82 CHF 4.83 CHF 80,000 80,000 35,785 35,785 175,502 CHF 176,044 CHF 100.00% 100.00%
08/07/2024 0.37% 4.87 CHF 4.88 CHF 80,000 80,000 35,510 35,510 172,532 CHF 173,068 CHF 100.00% 100.00%
05/07/2024 0.40% 4.74 CHF 4.75 CHF 84,000 84,000 37,954 37,954 173,409 CHF 173,988 CHF 99.62% 99.62%
04/07/2024 0.44% 4.48 CHF 4.50 CHF 34,000 34,000 27,086 27,086 121,508 CHF 122,049 CHF 100.00% 100.00%
03/07/2024 0.40% 4.54 CHF 4.55 CHF 84,000 84,000 37,511 37,511 169,295 CHF 169,862 CHF 99.99% 99.99%
02/07/2024 0.40% 4.56 CHF 4.57 CHF 84,000 84,000 36,581 36,581 164,619 CHF 165,168 CHF 99.99% 99.99%

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