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 0.26% 3.92 CHF 3.93 CHF 270,000 270,000 120,302 120,302 470,413 CHF 471,621 CHF 97.47% 97.47%
12/07/2024 0.27% 3.95 CHF 3.96 CHF 270,000 270,000 119,182 119,182 459,366 CHF 460,563 CHF 100.00% 100.00%
11/07/2024 0.25% 3.92 CHF 3.93 CHF 270,000 270,000 118,142 118,142 484,023 CHF 485,216 CHF 99.89% 99.89%
10/07/2024 0.25% 4.11 CHF 4.12 CHF 250,000 250,000 116,178 116,178 473,673 CHF 474,839 CHF 100.00% 100.00%
09/07/2024 0.26% 4.01 CHF 4.02 CHF 270,000 270,000 121,429 121,429 482,568 CHF 483,789 CHF 94.33% 94.33%
08/07/2024 0.28% 3.83 CHF 3.84 CHF 270,000 270,000 119,115 119,115 452,233 CHF 453,431 CHF 100.00% 100.00%
05/07/2024 0.27% 3.78 CHF 3.79 CHF 260,000 260,000 117,574 117,574 449,301 CHF 450,482 CHF 98.91% 98.91%
04/07/2024 0.26% 3.83 CHF 3.84 CHF 80,000 80,000 80,000 80,000 305,945 CHF 306,745 CHF 97.17% 97.17%
03/07/2024 0.29% 3.73 CHF 3.74 CHF 270,000 270,000 125,980 125,980 452,148 CHF 453,413 CHF 95.61% 95.61%
02/07/2024 0.28% 3.59 CHF 3.60 CHF 290,000 290,000 123,885 123,885 448,063 CHF 449,305 CHF 94.02% 94.02%

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