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% 5.07 CHF 5.08 CHF 76,000 76,000 35,364 35,364 174,533 CHF 175,069 CHF 99.25% 99.25%
12/07/2024 0.39% 4.78 CHF 4.79 CHF 80,000 80,000 36,085 36,085 169,521 CHF 170,069 CHF 100.00% 100.00%
11/07/2024 0.37% 4.76 CHF 4.77 CHF 80,000 80,000 35,527 35,527 173,042 CHF 173,579 CHF 99.98% 99.98%
10/07/2024 0.38% 4.74 CHF 4.75 CHF 80,000 80,000 35,772 35,772 168,930 CHF 169,472 CHF 100.00% 100.00%
09/07/2024 0.38% 4.68 CHF 4.69 CHF 80,000 80,000 35,781 35,781 170,664 CHF 171,206 CHF 99.99% 99.99%
08/07/2024 0.38% 4.73 CHF 4.74 CHF 80,000 80,000 35,511 35,511 167,766 CHF 168,302 CHF 100.00% 100.00%
05/07/2024 0.41% 4.61 CHF 4.62 CHF 84,000 84,000 37,962 37,962 168,335 CHF 168,914 CHF 99.17% 99.17%
04/07/2024 0.46% 4.35 CHF 4.37 CHF 34,000 34,000 27,118 27,118 118,023 CHF 118,566 CHF 99.50% 99.50%
03/07/2024 0.41% 4.40 CHF 4.41 CHF 84,000 84,000 37,514 37,514 164,235 CHF 164,803 CHF 100.00% 100.00%
02/07/2024 0.42% 4.42 CHF 4.43 CHF 84,000 84,000 36,579 36,579 159,663 CHF 160,211 CHF 99.98% 99.98%

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