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 0.69% 4.16 CHF 4.19 CHF 25,000 25,000 25,000 25,000 103,981 CHF 104,698 CHF 60.65% 60.65%
12/07/2024 0.69% 4.17 CHF 4.19 CHF 25,000 25,000 25,000 25,000 102,120 CHF 102,823 CHF 99.01% 99.01%
11/07/2024 0.73% 4.05 CHF 4.08 CHF 25,000 25,000 25,000 25,000 100,317 CHF 101,054 CHF 99.09% 99.09%
10/07/2024 0.76% 3.91 CHF 3.94 CHF 25,000 25,000 25,000 25,000 98,621 CHF 99,371 CHF 100.00% 100.00%
09/07/2024 0.76% 3.91 CHF 3.94 CHF 25,000 25,000 25,000 25,000 98,391 CHF 99,141 CHF 100.00% 100.00%
08/07/2024 0.74% 3.98 CHF 4.01 CHF 25,000 25,000 25,000 25,000 100,128 CHF 100,874 CHF 100.00% 100.00%
05/07/2024 0.68% 3.95 CHF 3.98 CHF 25,000 25,000 25,000 25,000 99,801 CHF 100,481 CHF 98.86% 98.86%
04/07/2024 0.76% 3.89 CHF 3.92 CHF 25,000 25,000 25,000 25,000 97,775 CHF 98,520 CHF 100.00% 100.00%
03/07/2024 0.75% 3.82 CHF 3.85 CHF 25,000 25,000 25,000 25,000 95,158 CHF 95,878 CHF 99.82% 99.82%
02/07/2024 0.75% 3.61 CHF 3.63 CHF 25,000 25,000 25,000 25,000 89,449 CHF 90,122 CHF 100.00% 100.00%

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