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 0.23% 4.37 CHF 4.38 CHF 122,000 122,000 53,646 53,646 234,072 CHF 234,610 CHF 99.94% 99.94%
12/07/2024 0.24% 4.51 CHF 4.52 CHF 120,000 120,000 53,592 53,592 232,877 CHF 233,414 CHF 99.96% 99.96%
11/07/2024 0.23% 4.33 CHF 4.34 CHF 122,000 122,000 53,102 53,102 233,088 CHF 233,622 CHF 99.91% 99.91%
10/07/2024 0.24% 4.37 CHF 4.38 CHF 122,000 122,000 54,124 54,124 231,485 CHF 232,028 CHF 99.89% 99.89%
09/07/2024 0.24% 4.12 CHF 4.13 CHF 126,000 126,000 54,674 54,674 227,851 CHF 228,399 CHF 99.67% 99.67%
08/07/2024 0.26% 4.00 CHF 4.01 CHF 128,000 128,000 55,841 55,841 222,990 CHF 223,549 CHF 99.97% 99.97%
05/07/2024 0.28% 3.86 CHF 3.87 CHF 130,000 130,000 58,316 58,316 214,270 CHF 214,855 CHF 99.37% 99.37%
04/07/2024 0.28% 3.52 CHF 3.53 CHF 48,000 48,000 40,637 40,637 144,583 CHF 144,990 CHF 97.60% 97.60%
03/07/2024 0.29% 3.55 CHF 3.56 CHF 136,000 136,000 58,247 58,247 206,643 CHF 207,227 CHF 97.34% 97.34%
02/07/2024 0.31% 3.32 CHF 3.33 CHF 140,000 140,000 61,228 61,228 199,876 CHF 200,490 CHF 99.99% 99.99%

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