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% 5.14 CHF 5.15 CHF 76,000 76,000 35,363 35,363 177,055 CHF 177,592 CHF 99.25% 99.25%
12/07/2024 0.38% 4.85 CHF 4.86 CHF 80,000 80,000 36,085 36,085 172,186 CHF 172,734 CHF 100.00% 100.00%
11/07/2024 0.36% 4.83 CHF 4.84 CHF 80,000 80,000 35,527 35,527 175,600 CHF 176,137 CHF 99.98% 99.98%
10/07/2024 0.38% 4.81 CHF 4.82 CHF 80,000 80,000 35,771 35,771 171,499 CHF 172,041 CHF 100.00% 100.00%
09/07/2024 0.37% 4.76 CHF 4.77 CHF 80,000 80,000 35,785 35,785 173,329 CHF 173,871 CHF 100.00% 100.00%
08/07/2024 0.37% 4.81 CHF 4.82 CHF 80,000 80,000 35,511 35,511 170,387 CHF 170,922 CHF 100.00% 100.00%
05/07/2024 0.41% 4.68 CHF 4.69 CHF 84,000 84,000 37,953 37,953 171,016 CHF 171,595 CHF 99.63% 99.63%
04/07/2024 0.45% 4.42 CHF 4.44 CHF 34,000 34,000 27,086 27,086 119,814 CHF 120,356 CHF 100.00% 100.00%
03/07/2024 0.40% 4.48 CHF 4.49 CHF 84,000 84,000 37,515 37,515 167,031 CHF 167,599 CHF 100.00% 100.00%
02/07/2024 0.41% 4.50 CHF 4.51 CHF 84,000 84,000 36,577 36,577 162,374 CHF 162,922 CHF 99.98% 99.98%

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