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 0.29% 5.14 CHF 5.15 CHF 50,000 50,000 50,000 50,000 260,402 CHF 261,152 CHF 99.72% 99.72%
12/07/2024 0.30% 5.16 CHF 5.18 CHF 50,000 50,000 50,000 50,000 252,458 CHF 253,208 CHF 93.56% 93.56%
11/07/2024 0.30% 4.98 CHF 5.00 CHF 50,000 50,000 50,000 50,000 247,178 CHF 247,928 CHF 99.04% 99.04%
10/07/2024 0.31% 4.88 CHF 4.89 CHF 50,000 50,000 50,000 50,000 239,988 CHF 240,738 CHF 100.00% 100.00%
09/07/2024 0.31% 4.79 CHF 4.81 CHF 50,000 50,000 50,000 50,000 242,535 CHF 243,285 CHF 99.98% 99.98%
08/07/2024 0.31% 4.85 CHF 4.87 CHF 50,000 50,000 50,000 50,000 241,296 CHF 242,046 CHF 100.00% 100.00%
05/07/2024 0.33% 4.78 CHF 4.80 CHF 50,000 50,000 50,000 50,000 245,245 CHF 246,045 CHF 98.95% 98.95%
04/07/2024 0.31% 4.92 CHF 4.94 CHF 50,000 50,000 50,000 50,000 245,383 CHF 246,133 CHF 99.48% 99.48%
03/07/2024 0.31% 4.88 CHF 4.89 CHF 50,000 50,000 50,000 50,000 242,869 CHF 243,619 CHF 100.00% 100.00%
02/07/2024 0.32% 4.76 CHF 4.78 CHF 50,000 50,000 50,000 50,000 236,515 CHF 237,265 CHF 99.96% 99.96%

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