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% 5.16 CHF 5.17 CHF 76,000 76,000 35,368 35,368 177,626 CHF 178,162 CHF 99.26% 99.26%
12/07/2024 0.38% 4.87 CHF 4.88 CHF 80,000 80,000 36,085 36,085 172,748 CHF 173,296 CHF 100.00% 100.00%
11/07/2024 0.36% 4.84 CHF 4.85 CHF 80,000 80,000 35,535 35,535 176,184 CHF 176,721 CHF 99.99% 99.99%
10/07/2024 0.37% 4.83 CHF 4.84 CHF 80,000 80,000 35,772 35,772 172,078 CHF 172,620 CHF 100.00% 100.00%
09/07/2024 0.37% 4.77 CHF 4.78 CHF 80,000 80,000 35,781 35,781 173,881 CHF 174,423 CHF 99.99% 99.99%
08/07/2024 0.37% 4.82 CHF 4.83 CHF 80,000 80,000 35,507 35,507 170,929 CHF 171,465 CHF 99.99% 99.99%
05/07/2024 0.41% 4.69 CHF 4.70 CHF 84,000 84,000 37,958 37,958 171,639 CHF 172,218 CHF 99.16% 99.16%
04/07/2024 0.45% 4.43 CHF 4.45 CHF 34,000 34,000 27,109 27,109 120,351 CHF 120,893 CHF 99.65% 99.65%
03/07/2024 0.40% 4.49 CHF 4.50 CHF 84,000 84,000 37,515 37,515 167,620 CHF 168,188 CHF 100.00% 100.00%
02/07/2024 0.41% 4.51 CHF 4.52 CHF 84,000 84,000 36,580 36,580 162,975 CHF 163,524 CHF 99.98% 99.98%

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