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% 5.64 CHF 5.65 CHF 178,000 178,000 98,654 98,654 551,751 CHF 552,739 CHF 98.86% 98.86%
12/07/2024 0.19% 5.50 CHF 5.51 CHF 180,000 180,000 100,724 100,724 544,251 CHF 545,260 CHF 99.99% 99.99%
11/07/2024 0.19% 5.32 CHF 5.33 CHF 185,000 185,000 99,453 99,453 544,973 CHF 545,974 CHF 99.98% 99.98%
10/07/2024 0.19% 5.48 CHF 5.49 CHF 180,000 180,000 100,104 100,104 545,236 CHF 546,241 CHF 99.89% 99.89%
09/07/2024 0.19% 5.37 CHF 5.38 CHF 183,000 183,000 101,094 101,094 543,063 CHF 544,076 CHF 99.43% 99.43%
08/07/2024 0.19% 5.31 CHF 5.32 CHF 185,000 185,000 102,229 102,229 542,443 CHF 543,468 CHF 100.00% 100.00%
05/07/2024 0.20% 5.26 CHF 5.27 CHF 185,000 185,000 103,061 103,061 534,302 CHF 535,335 CHF 99.35% 99.35%
04/07/2024 0.19% 5.14 CHF 5.15 CHF 94,000 94,000 83,885 83,885 431,425 CHF 432,264 CHF 99.50% 99.50%
03/07/2024 0.20% 5.13 CHF 5.14 CHF 190,000 190,000 104,683 104,683 535,162 CHF 536,211 CHF 99.36% 99.36%
02/07/2024 0.20% 5.12 CHF 5.13 CHF 190,000 190,000 105,805 105,805 530,665 CHF 531,725 CHF 100.00% 100.00%

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