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 0.39% 4.75 CHF 4.76 CHF 76,000 76,000 35,367 35,367 163,325 CHF 163,862 CHF 99.26% 99.26%
12/07/2024 0.42% 4.46 CHF 4.47 CHF 80,000 80,000 36,085 36,085 158,057 CHF 158,604 CHF 100.00% 100.00%
11/07/2024 0.39% 4.44 CHF 4.45 CHF 80,000 80,000 35,524 35,524 161,747 CHF 162,284 CHF 99.97% 99.97%
10/07/2024 0.41% 4.42 CHF 4.43 CHF 80,000 80,000 35,772 35,772 157,519 CHF 158,061 CHF 100.00% 100.00%
09/07/2024 0.40% 4.37 CHF 4.38 CHF 80,000 80,000 35,781 35,781 159,260 CHF 159,802 CHF 99.99% 99.99%
08/07/2024 0.41% 4.41 CHF 4.42 CHF 80,000 80,000 35,510 35,510 156,466 CHF 157,002 CHF 100.00% 100.00%
05/07/2024 0.45% 4.29 CHF 4.30 CHF 84,000 84,000 37,962 37,962 156,226 CHF 156,805 CHF 99.17% 99.17%
04/07/2024 0.49% 4.03 CHF 4.05 CHF 34,000 34,000 27,118 27,118 109,353 CHF 109,896 CHF 99.50% 99.50%
03/07/2024 0.44% 4.08 CHF 4.09 CHF 84,000 84,000 37,514 37,514 152,219 CHF 152,786 CHF 100.00% 100.00%
02/07/2024 0.45% 4.10 CHF 4.11 CHF 84,000 84,000 36,574 36,574 147,900 CHF 148,449 CHF 99.97% 99.97%

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