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% 5.02 CHF 5.03 CHF 76,000 76,000 35,364 35,364 172,706 CHF 173,242 CHF 99.25% 99.25%
12/07/2024 0.39% 4.73 CHF 4.74 CHF 80,000 80,000 36,086 36,086 167,749 CHF 168,297 CHF 100.00% 100.00%
11/07/2024 0.37% 4.70 CHF 4.71 CHF 80,000 80,000 35,523 35,523 171,200 CHF 171,737 CHF 99.97% 99.97%
10/07/2024 0.39% 4.69 CHF 4.70 CHF 80,000 80,000 35,771 35,771 167,089 CHF 167,630 CHF 100.00% 100.00%
09/07/2024 0.38% 4.63 CHF 4.64 CHF 80,000 80,000 35,784 35,784 168,833 CHF 169,375 CHF 100.00% 100.00%
08/07/2024 0.38% 4.68 CHF 4.69 CHF 80,000 80,000 35,510 35,510 166,016 CHF 166,551 CHF 100.00% 100.00%
05/07/2024 0.42% 4.55 CHF 4.56 CHF 84,000 84,000 37,963 37,963 166,370 CHF 166,948 CHF 99.17% 99.17%
04/07/2024 0.46% 4.29 CHF 4.31 CHF 34,000 34,000 27,109 27,109 116,571 CHF 117,113 CHF 99.65% 99.65%
03/07/2024 0.42% 4.35 CHF 4.36 CHF 84,000 84,000 37,514 37,514 162,288 CHF 162,856 CHF 100.00% 100.00%
02/07/2024 0.42% 4.37 CHF 4.38 CHF 84,000 84,000 36,579 36,579 157,843 CHF 158,392 CHF 99.98% 99.98%

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