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 0.27% 5.62 CHF 5.64 CHF 300,000 100,000 300,000 100,000 1,688,290 CHF 564,264 CHF 99.12% 99.12%
12/07/2024 0.27% 5.76 CHF 5.77 CHF 300,000 100,000 300,000 100,000 1,668,430 CHF 557,642 CHF 99.19% 99.19%
11/07/2024 0.26% 5.58 CHF 5.59 CHF 300,000 100,000 300,000 100,000 1,697,520 CHF 567,339 CHF 98.28% 98.28%
10/07/2024 0.28% 5.62 CHF 5.64 CHF 300,000 100,000 300,000 100,000 1,634,030 CHF 546,177 CHF 96.77% 96.77%
09/07/2024 0.28% 5.37 CHF 5.38 CHF 300,000 100,000 300,000 100,000 1,634,000 CHF 546,165 CHF 99.20% 99.20%
08/07/2024 0.29% 5.25 CHF 5.26 CHF 300,000 100,000 300,000 100,000 1,565,990 CHF 523,496 CHF 99.22% 99.22%
05/07/2024 0.31% 5.11 CHF 5.13 CHF 300,000 100,000 300,000 100,000 1,460,040 CHF 488,180 CHF 99.17% 99.17%
04/07/2024 0.31% 4.77 CHF 4.79 CHF 300,000 100,000 300,000 100,000 1,443,640 CHF 482,713 CHF 99.23% 99.23%
03/07/2024 0.31% 4.80 CHF 4.82 CHF 300,000 100,000 300,000 100,000 1,443,700 CHF 482,735 CHF 99.09% 99.09%
02/07/2024 0.33% 4.58 CHF 4.59 CHF 300,000 100,000 300,000 100,000 1,348,790 CHF 451,097 CHF 99.18% 99.18%

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