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 0.19% 5.55 CHF 5.56 CHF 100,000 100,000 99,063 99,063 533,554 CHF 534,546 CHF 99.96% 99.96%
12/07/2024 0.19% 5.37 CHF 5.38 CHF 100,000 100,000 99,063 99,063 525,647 CHF 526,639 CHF 100.00% 100.00%
11/07/2024 0.19% 5.43 CHF 5.44 CHF 100,000 100,000 99,061 99,061 515,216 CHF 516,207 CHF 99.85% 99.85%
10/07/2024 0.20% 5.10 CHF 5.11 CHF 100,000 100,000 99,062 99,062 503,459 CHF 504,451 CHF 100.00% 100.00%
09/07/2024 0.20% 4.88 CHF 4.89 CHF 100,000 100,000 99,058 99,058 490,930 CHF 491,922 CHF 99.75% 99.75%
08/07/2024 0.20% 5.06 CHF 5.07 CHF 100,000 100,000 99,061 99,061 501,990 CHF 502,981 CHF 100.00% 100.00%
05/07/2024 0.20% 5.16 CHF 5.17 CHF 100,000 100,000 99,116 99,116 500,049 CHF 501,041 CHF 99.58% 99.58%
04/07/2024 0.20% 4.97 CHF 4.98 CHF 100,000 100,000 99,062 99,062 491,341 CHF 492,332 CHF 100.00% 100.00%
03/07/2024 0.21% 5.01 CHF 5.02 CHF 100,000 100,000 99,062 99,062 485,038 CHF 486,029 CHF 100.00% 100.00%
02/07/2024 0.21% 4.73 CHF 4.74 CHF 100,000 100,000 99,065 99,062 466,187 CHF 467,163 CHF 99.82% 99.82%

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