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 0.37% 4.97 CHF 4.98 CHF 76,000 76,000 35,368 35,368 170,903 CHF 171,440 CHF 99.26% 99.26%
12/07/2024 0.40% 4.68 CHF 4.69 CHF 80,000 80,000 36,069 36,069 165,807 CHF 166,355 CHF 99.96% 99.96%
11/07/2024 0.37% 4.65 CHF 4.66 CHF 80,000 80,000 35,544 35,544 169,475 CHF 170,012 CHF 99.96% 99.96%
10/07/2024 0.39% 4.63 CHF 4.64 CHF 80,000 80,000 35,771 35,771 165,243 CHF 165,784 CHF 100.00% 100.00%
09/07/2024 0.38% 4.58 CHF 4.59 CHF 80,000 80,000 35,785 35,785 166,990 CHF 167,532 CHF 100.00% 100.00%
08/07/2024 0.39% 4.63 CHF 4.64 CHF 80,000 80,000 35,510 35,510 164,102 CHF 164,638 CHF 100.00% 100.00%
05/07/2024 0.42% 4.50 CHF 4.51 CHF 84,000 84,000 37,960 37,960 164,403 CHF 164,981 CHF 99.16% 99.16%
04/07/2024 0.47% 4.24 CHF 4.26 CHF 34,000 34,000 27,109 27,109 115,151 CHF 115,693 CHF 99.65% 99.65%
03/07/2024 0.42% 4.30 CHF 4.31 CHF 84,000 84,000 37,514 37,514 160,338 CHF 160,905 CHF 100.00% 100.00%
02/07/2024 0.43% 4.32 CHF 4.33 CHF 84,000 84,000 36,583 36,583 155,945 CHF 156,494 CHF 99.98% 99.98%

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