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 0.30% 5.76 CHF 5.77 CHF 100,000 100,000 100,000 100,000 590,673 CHF 592,464 CHF 95.46% 95.46%
12/07/2024 0.27% 5.93 CHF 5.95 CHF 100,000 100,000 100,000 100,000 583,514 CHF 585,103 CHF 98.29% 98.29%
11/07/2024 0.32% 5.71 CHF 5.73 CHF 100,000 100,000 100,000 100,000 568,717 CHF 570,511 CHF 97.59% 97.59%
10/07/2024 0.30% 5.49 CHF 5.50 CHF 100,000 100,000 100,000 100,000 534,083 CHF 535,690 CHF 99.88% 99.88%
09/07/2024 0.29% 5.28 CHF 5.30 CHF 100,000 100,000 100,000 100,000 538,701 CHF 540,292 CHF 99.55% 99.55%
08/07/2024 0.30% 5.30 CHF 5.32 CHF 100,000 100,000 100,000 100,000 531,021 CHF 532,641 CHF 99.24% 99.24%
05/07/2024 0.29% 5.22 CHF 5.24 CHF 100,000 100,000 100,000 100,000 534,989 CHF 536,568 CHF 99.44% 99.44%
04/07/2024 0.30% 5.37 CHF 5.39 CHF 100,000 100,000 100,000 100,000 531,655 CHF 533,252 CHF 99.66% 99.66%
03/07/2024 0.31% 5.27 CHF 5.29 CHF 100,000 100,000 100,000 100,000 526,199 CHF 527,808 CHF 99.21% 99.21%
02/07/2024 0.31% 5.22 CHF 5.23 CHF 100,000 100,000 100,000 100,000 510,600 CHF 512,175 CHF 99.80% 99.80%

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