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 0.22% 4.67 CHF 4.68 CHF 122,000 122,000 53,633 53,633 250,014 CHF 250,551 CHF 99.96% 99.96%
12/07/2024 0.22% 4.81 CHF 4.82 CHF 120,000 120,000 53,594 53,594 248,876 CHF 249,413 CHF 99.96% 99.96%
11/07/2024 0.22% 4.63 CHF 4.64 CHF 122,000 122,000 53,133 53,133 249,086 CHF 249,620 CHF 99.95% 99.95%
10/07/2024 0.23% 4.67 CHF 4.68 CHF 122,000 122,000 54,124 54,124 247,701 CHF 248,244 CHF 99.89% 99.89%
09/07/2024 0.23% 4.41 CHF 4.42 CHF 126,000 126,000 54,673 54,673 244,221 CHF 244,769 CHF 99.67% 99.67%
08/07/2024 0.24% 4.30 CHF 4.31 CHF 128,000 128,000 55,841 55,841 239,686 CHF 240,245 CHF 99.96% 99.96%
05/07/2024 0.26% 4.16 CHF 4.17 CHF 130,000 130,000 58,317 58,317 231,725 CHF 232,311 CHF 99.38% 99.38%
04/07/2024 0.26% 3.82 CHF 3.83 CHF 48,000 48,000 40,637 40,637 156,760 CHF 157,167 CHF 97.59% 97.59%
03/07/2024 0.26% 3.85 CHF 3.86 CHF 136,000 136,000 58,200 58,200 223,936 CHF 224,519 CHF 97.28% 97.28%
02/07/2024 0.29% 3.62 CHF 3.63 CHF 140,000 140,000 61,235 61,235 218,304 CHF 218,917 CHF 100.00% 100.00%

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