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% 3.40 CHF 3.41 CHF 100,000 100,000 40,601 40,601 138,343 CHF 138,933 CHF 97.86% 97.86%
12/07/2024 0.52% 3.44 CHF 3.45 CHF 100,000 100,000 40,207 40,207 137,218 CHF 137,800 CHF 97.31% 97.31%
11/07/2024 0.47% 3.49 CHF 3.50 CHF 100,000 100,000 40,276 40,276 150,169 CHF 150,757 CHF 99.06% 99.06%
10/07/2024 0.46% 3.69 CHF 3.70 CHF 100,000 100,000 40,318 40,318 153,444 CHF 154,032 CHF 99.28% 99.28%
09/07/2024 1.77% 3.83 CHF 3.89 CHF 10,000 10,000 4,023 4,023 15,341 CHF 15,601 CHF 99.65% 99.65%
08/07/2024 1.76% 3.80 CHF 3.86 CHF 10,000 10,000 4,023 4,023 15,382 CHF 15,641 CHF 99.55% 99.55%
05/07/2024 0.76% 3.82 CHF 3.88 CHF 10,000 10,000 21,786 21,786 81,415 CHF 81,928 CHF 92.36% 92.36%
04/07/2024 1.72% 3.72 CHF 3.79 CHF 5,000 5,000 10,065 10,065 37,378 CHF 37,801 CHF 99.02% 99.02%
03/07/2024 1.74% 3.67 CHF 3.73 CHF 10,000 10,000 4,072 4,072 15,501 CHF 15,765 CHF 98.59% 98.59%
02/07/2024 1.90% 3.62 CHF 3.68 CHF 10,000 10,000 2,787 2,787 10,094 CHF 10,284 CHF 81.62% 81.62%

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