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 0.27% 3.73 CHF 3.74 CHF 20,000 20,000 20,000 9,083 73,585 CHF 33,568 CHF 95.54% 95.54%
12/07/2024 0.27% 3.69 CHF 3.70 CHF 20,000 20,000 20,000 8,954 74,018 CHF 33,158 CHF 99.15% 99.15%
11/07/2024 0.26% 3.70 CHF 3.71 CHF 20,000 20,000 20,000 8,995 77,529 CHF 34,593 CHF 97.69% 97.69%
10/07/2024 0.26% 3.82 CHF 3.83 CHF 20,000 20,000 20,000 9,007 76,748 CHF 34,670 CHF 97.98% 97.98%
09/07/2024 0.25% 3.87 CHF 3.88 CHF 20,000 20,000 20,000 8,943 78,565 CHF 35,084 CHF 99.61% 99.61%
08/07/2024 0.25% 3.91 CHF 3.92 CHF 20,000 20,000 20,000 9,007 78,831 CHF 35,484 CHF 97.80% 97.80%
05/07/2024 0.26% 3.93 CHF 3.94 CHF 20,000 20,000 20,000 9,066 77,075 CHF 35,193 CHF 95.42% 95.42%
04/07/2024 0.26% 3.82 CHF 3.83 CHF 20,000 5,000 20,000 5,000 76,922 CHF 19,281 CHF 90.25% 90.25%
03/07/2024 0.26% 3.83 CHF 3.84 CHF 20,000 20,000 20,000 8,987 76,362 CHF 34,374 CHF 97.24% 97.24%
02/07/2024 0.27% 3.78 CHF 3.79 CHF 20,000 20,000 20,000 8,947 75,265 CHF 33,801 CHF 98.71% 98.71%

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