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% 5.44 CHF 5.45 CHF 365,200 365,200 366,522 366,522 1,981,620 CHF 1,985,280 CHF 100.00% 100.00%
12/07/2024 0.19% 5.40 CHF 5.41 CHF 367,500 367,500 370,021 370,021 1,986,060 CHF 1,989,760 CHF 99.85% 99.85%
11/07/2024 0.19% 5.34 CHF 5.35 CHF 371,700 371,700 373,460 373,460 1,984,940 CHF 1,988,670 CHF 71.50% 71.50%
10/07/2024 0.19% 5.24 CHF 5.25 CHF 375,800 375,800 376,694 376,694 1,966,960 CHF 1,970,730 CHF 99.38% 99.38%
09/07/2024 0.19% 5.18 CHF 5.19 CHF 377,400 377,400 375,544 375,544 1,959,370 CHF 1,963,130 CHF 100.00% 100.00%
08/07/2024 0.19% 5.24 CHF 5.25 CHF 375,100 375,100 375,819 375,819 1,972,030 CHF 1,975,790 CHF 99.99% 99.99%
05/07/2024 0.19% 5.23 CHF 5.24 CHF 376,400 376,400 378,080 378,080 1,980,210 CHF 1,984,000 CHF 99.99% 99.99%
04/07/2024 0.19% 5.22 CHF 5.23 CHF 379,300 379,300 382,593 382,593 1,984,990 CHF 1,988,820 CHF 100.00% 100.00%
03/07/2024 0.19% 5.21 CHF 5.22 CHF 384,800 384,800 387,670 387,670 1,989,580 CHF 1,993,460 CHF 100.00% 100.00%
02/07/2024 0.20% 5.07 CHF 5.08 CHF 389,600 389,600 387,386 387,386 1,949,140 CHF 1,953,010 CHF 99.94% 99.94%

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