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 4.03% 4.34 CHF 4.44 CHF 100,000 100,000 37,528 37,528 160,684 CHF 165,998 CHF 98.66% 98.66%
12/07/2024 4.21% 4.63 CHF 4.73 CHF 100,000 100,000 37,366 37,366 159,945 CHF 165,248 CHF 99.63% 99.63%
11/07/2024 3.95% 4.26 CHF 4.36 CHF 100,000 100,000 38,938 38,938 169,116 CHF 174,537 CHF 90.46% 90.46%
10/07/2024 4.44% 4.32 CHF 4.42 CHF 100,000 100,000 37,565 37,565 157,003 CHF 162,321 CHF 97.64% 97.64%
09/07/2024 4.36% 3.83 CHF 3.93 CHF 100,000 100,000 37,962 37,962 148,441 CHF 153,788 CHF 96.24% 96.24%
08/07/2024 4.89% 3.64 CHF 3.74 CHF 100,000 100,000 37,371 37,371 135,433 CHF 140,736 CHF 99.63% 99.63%
05/07/2024 2.95% 3.42 CHF 3.47 CHF 100,000 100,000 37,269 37,269 117,047 CHF 119,695 CHF 95.73% 95.73%
04/07/2024 3.38% 2.85 CHF 2.95 CHF 20,000 20,000 20,000 20,000 58,112 CHF 60,112 CHF 97.26% 97.26%
03/07/2024 3.01% 2.92 CHF 2.97 CHF 100,000 100,000 37,346 37,346 108,430 CHF 111,080 CHF 99.58% 99.58%
02/07/2024 3.54% 2.59 CHF 2.64 CHF 100,000 100,000 46,843 39,249 117,113 CHF 101,453 CHF 89.68% 89.68%

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