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 0.63% 4.03 CHF 4.04 CHF 50,000 50,000 30,470 30,470 122,610 CHF 123,305 CHF 98.61% 98.61%
12/07/2024 0.65% 4.17 CHF 4.18 CHF 50,000 50,000 30,428 30,428 121,142 CHF 121,838 CHF 99.64% 99.64%
11/07/2024 0.62% 3.99 CHF 4.00 CHF 50,000 50,000 30,945 30,945 125,338 CHF 126,028 CHF 90.59% 90.59%
10/07/2024 0.67% 4.03 CHF 4.04 CHF 50,000 50,000 30,490 30,490 118,808 CHF 119,503 CHF 97.64% 97.64%
09/07/2024 0.66% 3.77 CHF 3.78 CHF 50,000 50,000 30,603 30,603 117,417 CHF 118,111 CHF 96.20% 96.20%
08/07/2024 0.71% 3.66 CHF 3.67 CHF 50,000 50,000 30,424 30,424 110,643 CHF 111,339 CHF 99.55% 99.55%
05/07/2024 0.79% 3.52 CHF 3.53 CHF 50,000 50,000 30,402 30,402 100,209 CHF 100,905 CHF 95.78% 95.78%
04/07/2024 0.93% 3.17 CHF 3.20 CHF 25,000 25,000 25,000 25,000 80,091 CHF 80,841 CHF 94.37% 94.37%
03/07/2024 0.80% 3.21 CHF 3.22 CHF 50,000 50,000 30,429 30,429 97,551 CHF 98,246 CHF 99.64% 99.64%
02/07/2024 0.87% 2.98 CHF 2.99 CHF 50,000 50,000 31,018 31,018 90,186 CHF 90,876 CHF 89.70% 89.70%

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