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% 5.83 CHF 5.84 CHF 250,000 80,000 250,000 80,000 1,378,880 CHF 442,042 CHF 99.13% 99.13%
12/07/2024 0.20% 5.11 CHF 5.12 CHF 250,000 80,000 250,000 80,000 1,263,960 CHF 405,268 CHF 99.18% 99.18%
11/07/2024 0.19% 5.27 CHF 5.28 CHF 250,000 80,000 250,000 80,000 1,309,360 CHF 419,797 CHF 98.64% 98.64%
10/07/2024 0.19% 5.11 CHF 5.12 CHF 250,000 80,000 250,000 80,000 1,312,970 CHF 420,950 CHF 99.23% 99.23%
09/07/2024 0.19% 5.22 CHF 5.23 CHF 250,000 80,000 250,000 80,000 1,319,460 CHF 423,026 CHF 99.22% 99.22%
08/07/2024 0.19% 5.21 CHF 5.22 CHF 250,000 80,000 250,000 80,000 1,326,350 CHF 425,233 CHF 99.21% 99.21%
05/07/2024 0.20% 5.15 CHF 5.16 CHF 250,000 80,000 250,000 80,000 1,239,350 CHF 397,393 CHF 99.20% 99.20%
04/07/2024 0.19% 5.13 CHF 5.14 CHF 250,000 80,000 250,000 80,000 1,288,130 CHF 413,003 CHF 99.23% 99.23%
03/07/2024 0.19% 5.32 CHF 5.33 CHF 250,000 80,000 250,000 80,000 1,335,500 CHF 428,160 CHF 99.20% 99.20%
02/07/2024 0.18% 5.53 CHF 5.54 CHF 250,000 80,000 250,000 80,000 1,384,690 CHF 443,901 CHF 99.20% 99.20%

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