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 0.17% 5.98 CHF 5.99 CHF 50,000 50,000 50,000 50,000 301,536 CHF 302,036 CHF 99.39% 99.39%
12/07/2024 0.17% 5.89 CHF 5.90 CHF 50,000 50,000 50,000 50,000 300,136 CHF 300,636 CHF 99.07% 99.07%
11/07/2024 0.17% 5.93 CHF 5.94 CHF 50,000 50,000 50,000 50,000 295,620 CHF 296,120 CHF 79.83% 79.83%
10/07/2024 0.17% 5.83 CHF 5.84 CHF 50,000 50,000 40,043 40,047 231,924 CHF 232,348 CHF 95.47% 95.47%
09/07/2024 0.17% 5.78 CHF 5.79 CHF 25,000 25,000 25,000 25,000 143,558 CHF 143,808 CHF 99.03% 99.03%
08/07/2024 0.18% 5.69 CHF 5.70 CHF 25,000 25,000 25,000 25,000 141,224 CHF 141,474 CHF 99.24% 99.24%
05/07/2024 0.18% 5.70 CHF 5.71 CHF 25,000 25,000 25,000 25,000 142,656 CHF 142,906 CHF 99.39% 99.39%
04/07/2024 0.17% 5.75 CHF 5.76 CHF 25,000 25,000 25,000 25,000 144,842 CHF 145,092 CHF 99.39% 99.39%
03/07/2024 0.17% 5.79 CHF 5.80 CHF 25,000 25,000 25,000 25,000 146,366 CHF 146,616 CHF 98.61% 98.61%
02/07/2024 0.17% 5.99 CHF 6.00 CHF 25,000 25,000 25,000 25,000 149,870 CHF 150,120 CHF 99.07% 99.07%

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