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 0.52% 3.84 CHF 3.86 CHF 40,000 40,000 39,335 39,335 155,049 CHF 155,837 CHF 99.93% 99.93%
12/07/2024 0.51% 3.98 CHF 4.00 CHF 40,000 40,000 48,424 48,424 190,677 CHF 191,645 CHF 100.00% 100.00%
11/07/2024 0.50% 3.96 CHF 3.98 CHF 50,000 50,000 50,000 50,000 197,772 CHF 198,772 CHF 99.92% 99.92%
10/07/2024 0.51% 3.92 CHF 3.94 CHF 50,000 50,000 50,000 50,000 194,622 CHF 195,622 CHF 100.00% 100.00%
09/07/2024 0.50% 3.97 CHF 3.99 CHF 50,000 50,000 50,153 50,153 199,555 CHF 200,544 CHF 99.97% 99.97%
08/07/2024 0.26% 3.86 CHF 3.87 CHF 60,000 60,000 59,899 59,899 231,447 CHF 232,047 CHF 99.82% 99.82%
05/07/2024 0.26% 3.79 CHF 3.80 CHF 60,000 60,000 59,996 59,996 230,480 CHF 231,080 CHF 99.98% 99.98%
04/07/2024 0.26% 3.88 CHF 3.89 CHF 60,000 60,000 60,000 60,000 232,303 CHF 232,903 CHF 100.00% 100.00%
03/07/2024 0.26% 3.88 CHF 3.89 CHF 60,000 60,000 60,000 60,000 230,798 CHF 231,398 CHF 99.99% 99.99%
02/07/2024 0.27% 3.82 CHF 3.83 CHF 60,000 60,000 60,000 60,000 223,505 CHF 224,105 CHF 99.99% 99.99%

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