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% 5.40 CHF 5.41 CHF 250,000 250,000 250,000 250,000 1,308,690 CHF 1,311,190 CHF 99.77% 99.77%
12/07/2024 0.19% 5.22 CHF 5.23 CHF 250,000 250,000 249,928 249,928 1,288,660 CHF 1,291,160 CHF 98.93% 98.93%
11/07/2024 0.23% 5.28 CHF 5.29 CHF 250,000 250,000 238,114 238,114 1,201,100 CHF 1,203,570 CHF 97.64% 97.64%
10/07/2024 0.20% 4.95 CHF 4.96 CHF 250,000 250,000 250,000 250,000 1,232,440 CHF 1,234,940 CHF 99.61% 99.61%
09/07/2024 0.21% 4.72 CHF 4.73 CHF 250,000 250,000 250,000 250,000 1,200,690 CHF 1,203,190 CHF 99.88% 99.88%
08/07/2024 0.20% 4.91 CHF 4.92 CHF 250,000 250,000 250,000 250,000 1,228,650 CHF 1,231,150 CHF 100.00% 100.00%
05/07/2024 0.20% 5.02 CHF 5.03 CHF 250,000 250,000 249,927 249,927 1,223,100 CHF 1,225,600 CHF 98.93% 98.93%
04/07/2024 0.21% 4.81 CHF 4.82 CHF 250,000 250,000 250,000 250,000 1,201,960 CHF 1,204,460 CHF 99.16% 99.16%
03/07/2024 0.21% 4.86 CHF 4.87 CHF 250,000 250,000 250,000 250,000 1,186,010 CHF 1,188,510 CHF 98.56% 98.56%
02/07/2024 0.22% 4.58 CHF 4.59 CHF 250,000 250,000 250,000 250,000 1,140,600 CHF 1,143,100 CHF 99.92% 99.92%

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