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 0.78% 4.35 CHF 4.36 CHF 20,000 10,000 20,000 5,907 85,832 CHF 25,579 CHF 87.97% 87.97%
12/07/2024 0.85% 4.25 CHF 4.26 CHF 20,000 10,000 20,000 5,826 80,591 CHF 23,794 CHF 98.19% 98.19%
11/07/2024 0.83% 4.18 CHF 4.19 CHF 20,000 10,000 20,000 5,801 82,106 CHF 24,071 CHF 98.75% 98.75%
10/07/2024 0.83% 3.59 CHF 3.60 CHF 20,000 10,000 20,000 5,808 81,086 CHF 23,300 CHF 99.48% 99.48%
09/07/2024 0.74% 4.12 CHF 4.13 CHF 20,000 10,000 20,000 5,806 90,652 CHF 26,086 CHF 99.53% 99.53%
08/07/2024 0.37% 4.77 CHF 4.78 CHF 20,000 10,000 13,153 5,849 65,066 CHF 29,001 CHF 94.55% 94.55%
05/07/2024 0.38% 5.27 CHF 5.28 CHF 10,000 10,000 17,807 5,825 88,385 CHF 29,468 CHF 98.21% 98.21%
04/07/2024 0.39% 4.87 CHF 4.88 CHF 20,000 10,000 20,000 5,814 97,030 CHF 28,296 CHF 99.16% 99.16%
03/07/2024 0.41% 4.89 CHF 4.90 CHF 20,000 10,000 20,000 5,814 91,631 CHF 26,996 CHF 99.50% 99.50%
02/07/2024 0.42% 4.44 CHF 4.45 CHF 20,000 10,000 20,000 5,818 87,669 CHF 25,630 CHF 98.44% 98.44%

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