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 0.18% 5.86 CHF 5.87 CHF 178,000 178,000 98,653 98,653 573,492 CHF 574,480 CHF 98.86% 98.86%
12/07/2024 0.18% 5.72 CHF 5.73 CHF 180,000 180,000 100,725 100,725 566,500 CHF 567,509 CHF 99.99% 99.99%
11/07/2024 0.18% 5.54 CHF 5.55 CHF 185,000 185,000 99,450 99,450 566,908 CHF 567,909 CHF 99.98% 99.98%
10/07/2024 0.18% 5.70 CHF 5.71 CHF 180,000 180,000 100,105 100,105 567,357 CHF 568,362 CHF 99.89% 99.89%
09/07/2024 0.18% 5.59 CHF 5.60 CHF 183,000 183,000 101,094 101,094 565,425 CHF 566,437 CHF 99.43% 99.43%
08/07/2024 0.18% 5.53 CHF 5.54 CHF 185,000 185,000 102,229 102,229 565,017 CHF 566,042 CHF 100.00% 100.00%
05/07/2024 0.19% 5.48 CHF 5.49 CHF 185,000 185,000 103,057 103,057 557,068 CHF 558,101 CHF 99.34% 99.34%
04/07/2024 0.19% 5.36 CHF 5.37 CHF 94,000 94,000 83,884 83,884 450,020 CHF 450,859 CHF 99.49% 99.49%
03/07/2024 0.19% 5.35 CHF 5.36 CHF 190,000 190,000 104,685 104,685 558,360 CHF 559,409 CHF 99.35% 99.35%
02/07/2024 0.20% 5.34 CHF 5.35 CHF 190,000 190,000 105,798 105,798 554,125 CHF 555,185 CHF 99.99% 99.99%

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