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 0.79% 3.78 CHF 3.81 CHF 25,000 25,000 25,000 25,000 94,433 CHF 95,183 CHF 60.64% 60.64%
12/07/2024 0.79% 3.78 CHF 3.81 CHF 25,000 25,000 25,000 25,000 92,584 CHF 93,315 CHF 99.01% 99.01%
11/07/2024 0.81% 3.67 CHF 3.70 CHF 25,000 25,000 25,000 25,000 90,820 CHF 91,558 CHF 99.08% 99.08%
10/07/2024 0.80% 3.54 CHF 3.56 CHF 25,000 25,000 25,000 25,000 89,156 CHF 89,872 CHF 100.00% 100.00%
09/07/2024 0.76% 3.53 CHF 3.56 CHF 25,000 25,000 25,000 25,000 88,983 CHF 89,659 CHF 100.00% 100.00%
08/07/2024 0.82% 3.60 CHF 3.63 CHF 25,000 25,000 25,000 25,000 90,630 CHF 91,378 CHF 100.00% 100.00%
05/07/2024 0.79% 3.58 CHF 3.60 CHF 25,000 25,000 25,000 25,000 90,337 CHF 91,055 CHF 98.86% 98.86%
04/07/2024 0.81% 3.51 CHF 3.54 CHF 25,000 25,000 25,000 25,000 88,349 CHF 89,068 CHF 100.00% 100.00%
03/07/2024 0.84% 3.44 CHF 3.47 CHF 25,000 25,000 25,000 25,000 85,728 CHF 86,454 CHF 99.82% 99.82%
02/07/2024 0.84% 3.23 CHF 3.26 CHF 25,000 25,000 25,000 25,000 80,113 CHF 80,785 CHF 100.00% 100.00%

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