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 0.25% 5.88 CHF 5.90 CHF 300,000 100,000 300,000 100,000 1,766,940 CHF 590,481 CHF 99.11% 99.11%
12/07/2024 0.26% 6.02 CHF 6.03 CHF 300,000 100,000 300,000 100,000 1,747,120 CHF 583,874 CHF 99.21% 99.21%
11/07/2024 0.25% 5.84 CHF 5.86 CHF 300,000 100,000 300,000 100,000 1,776,270 CHF 593,590 CHF 98.30% 98.30%
10/07/2024 0.26% 5.89 CHF 5.90 CHF 300,000 100,000 300,000 100,000 1,712,930 CHF 572,476 CHF 96.77% 96.77%
09/07/2024 0.26% 5.63 CHF 5.64 CHF 300,000 100,000 300,000 100,000 1,712,830 CHF 572,442 CHF 99.19% 99.19%
08/07/2024 0.27% 5.51 CHF 5.52 CHF 300,000 100,000 300,000 100,000 1,644,580 CHF 549,693 CHF 99.20% 99.20%
05/07/2024 0.29% 5.38 CHF 5.39 CHF 300,000 100,000 300,000 100,000 1,538,910 CHF 514,471 CHF 99.20% 99.20%
04/07/2024 0.30% 5.03 CHF 5.05 CHF 300,000 100,000 300,000 100,000 1,522,670 CHF 509,058 CHF 99.23% 99.23%
03/07/2024 0.30% 5.07 CHF 5.08 CHF 300,000 100,000 300,000 100,000 1,522,880 CHF 509,126 CHF 99.08% 99.08%
02/07/2024 0.31% 4.84 CHF 4.86 CHF 300,000 100,000 300,000 100,000 1,428,020 CHF 477,506 CHF 99.16% 99.16%

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