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% 5.15 CHF 5.16 CHF 500,000 500,000 500,000 500,000 2,576,480 CHF 2,581,480 CHF 100.00% 100.00%
12/07/2024 0.19% 5.25 CHF 5.26 CHF 500,000 500,000 500,000 500,000 2,636,700 CHF 2,641,700 CHF 100.00% 100.00%
11/07/2024 0.19% 5.20 CHF 5.21 CHF 500,000 500,000 499,514 499,514 2,588,100 CHF 2,593,100 CHF 99.98% 99.98%
10/07/2024 0.20% 5.19 CHF 5.20 CHF 500,000 500,000 500,000 500,000 2,557,370 CHF 2,562,370 CHF 100.00% 100.00%
09/07/2024 0.19% 5.19 CHF 5.20 CHF 500,000 500,000 500,000 500,000 2,580,640 CHF 2,585,640 CHF 100.00% 100.00%
08/07/2024 0.19% 5.22 CHF 5.23 CHF 500,000 500,000 500,000 500,000 2,598,330 CHF 2,603,330 CHF 100.00% 100.00%
05/07/2024 0.19% 5.38 CHF 5.39 CHF 500,000 500,000 500,000 500,000 2,672,810 CHF 2,677,810 CHF 99.98% 99.98%
04/07/2024 0.19% 5.35 CHF 5.36 CHF 500,000 500,000 500,000 500,000 2,653,320 CHF 2,658,320 CHF 100.00% 100.00%
03/07/2024 0.19% 5.26 CHF 5.27 CHF 500,000 500,000 500,000 500,000 2,639,740 CHF 2,644,740 CHF 100.00% 100.00%
02/07/2024 0.19% 5.32 CHF 5.33 CHF 500,000 500,000 500,000 500,000 2,684,610 CHF 2,689,610 CHF 100.00% 100.00%

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