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 0.24% 4.20 CHF 4.21 CHF 122,000 122,000 53,634 53,634 224,808 CHF 225,346 CHF 99.96% 99.96%
12/07/2024 0.25% 4.34 CHF 4.35 CHF 120,000 120,000 53,594 53,594 223,669 CHF 224,206 CHF 99.96% 99.96%
11/07/2024 0.24% 4.16 CHF 4.17 CHF 122,000 122,000 53,103 53,103 223,976 CHF 224,510 CHF 99.91% 99.91%
10/07/2024 0.25% 4.20 CHF 4.21 CHF 122,000 122,000 54,118 54,118 222,138 CHF 222,681 CHF 99.88% 99.88%
09/07/2024 0.25% 3.94 CHF 3.95 CHF 126,000 126,000 54,674 54,674 218,452 CHF 219,001 CHF 99.67% 99.67%
08/07/2024 0.27% 3.82 CHF 3.83 CHF 128,000 128,000 55,839 55,839 213,406 CHF 213,965 CHF 99.96% 99.96%
05/07/2024 0.29% 3.69 CHF 3.70 CHF 130,000 130,000 58,319 58,319 204,243 CHF 204,828 CHF 99.38% 99.38%
04/07/2024 0.29% 3.35 CHF 3.36 CHF 48,000 48,000 40,637 40,637 137,542 CHF 137,949 CHF 97.60% 97.60%
03/07/2024 0.30% 3.38 CHF 3.39 CHF 136,000 136,000 58,300 58,300 196,755 CHF 197,339 CHF 97.40% 97.40%
02/07/2024 0.33% 3.15 CHF 3.16 CHF 140,000 140,000 61,236 61,236 189,274 CHF 189,888 CHF 100.00% 100.00%

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