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 0.66% 4.99 CHF 5.00 CHF 20,000 10,000 11,073 5,907 55,598 CHF 29,831 CHF 88.33% 88.33%
12/07/2024 0.64% 5.10 CHF 5.11 CHF 10,000 10,000 10,000 5,819 53,083 CHF 30,925 CHF 98.69% 98.69%
11/07/2024 0.65% 5.17 CHF 5.18 CHF 10,000 10,000 10,034 5,808 52,666 CHF 30,554 CHF 99.24% 99.24%
10/07/2024 0.65% 5.82 CHF 5.83 CHF 10,000 10,000 10,000 5,804 53,208 CHF 31,510 CHF 99.63% 99.63%
09/07/2024 0.71% 5.29 CHF 5.30 CHF 10,000 10,000 18,050 5,804 86,768 CHF 28,741 CHF 99.63% 99.63%
08/07/2024 0.42% 4.65 CHF 4.66 CHF 20,000 10,000 20,000 5,846 88,586 CHF 26,166 CHF 94.69% 94.69%
05/07/2024 0.42% 4.16 CHF 4.17 CHF 20,000 10,000 20,000 5,823 88,782 CHF 25,671 CHF 98.31% 98.31%
04/07/2024 0.41% 4.59 CHF 4.60 CHF 20,000 10,000 20,000 5,814 92,116 CHF 26,884 CHF 99.13% 99.13%
03/07/2024 0.38% 4.57 CHF 4.58 CHF 20,000 10,000 19,432 5,812 95,093 CHF 28,281 CHF 99.60% 99.60%
02/07/2024 0.37% 5.06 CHF 5.07 CHF 10,000 10,000 10,228 5,812 52,270 CHF 29,801 CHF 99.00% 99.00%

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