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 0.27% 3.82 CHF 3.83 CHF 50,000 50,000 30,752 30,752 114,427 CHF 114,735 CHF 90.55% 90.55%
12/07/2024 0.26% 3.82 CHF 3.83 CHF 50,000 50,000 30,446 30,446 117,071 CHF 117,375 CHF 83.25% 83.25%
11/07/2024 0.23% 4.11 CHF 4.12 CHF 50,000 50,000 30,527 30,527 131,727 CHF 132,032 CHF 94.28% 94.28%
10/07/2024 0.23% 4.32 CHF 4.33 CHF 50,000 50,000 30,576 30,576 132,342 CHF 132,648 CHF 96.93% 96.93%
09/07/2024 0.23% 4.33 CHF 4.34 CHF 50,000 50,000 30,589 30,589 132,828 CHF 133,134 CHF 96.78% 96.78%
08/07/2024 0.22% 4.30 CHF 4.31 CHF 50,000 50,000 30,480 30,480 135,293 CHF 135,598 CHF 97.79% 97.79%
05/07/2024 0.25% 4.34 CHF 4.35 CHF 50,000 50,000 30,426 30,426 123,272 CHF 123,576 CHF 97.95% 97.95%
04/07/2024 0.25% 3.99 CHF 4.00 CHF 25,000 25,000 25,000 25,000 99,118 CHF 99,368 CHF 79.34% 79.34%
03/07/2024 0.25% 3.94 CHF 3.95 CHF 50,000 50,000 31,192 31,192 123,724 CHF 124,036 CHF 87.25% 87.25%
02/07/2024 0.26% 3.87 CHF 3.88 CHF 50,000 50,000 30,434 30,434 116,582 CHF 116,886 CHF 98.24% 98.24%

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