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 5.96% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 163,119 CHF 69,248 CHF 99.39% 99.39%
12/07/2024 5.58% 0.18 CHF 0.19 CHF 1,000,000 400,000 976,770 376,770 170,120 CHF 69,307 CHF 99.32% 99.32%
11/07/2024 5.54% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 175,543 CHF 74,217 CHF 99.32% 99.32%
10/07/2024 6.43% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 150,730 CHF 64,292 CHF 99.36% 99.36%
09/07/2024 6.81% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 141,855 CHF 60,742 CHF 99.36% 99.36%
08/07/2024 6.57% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 147,469 CHF 62,988 CHF 99.36% 99.36%
05/07/2024 7.41% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 410,392 129,912 CHF 57,404 CHF 99.37% 99.37%
04/07/2024 7.66% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 470,588 125,706 CHF 63,735 CHF 99.36% 99.36%
03/07/2024 7.87% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 499,352 122,168 CHF 65,993 CHF 99.35% 99.35%
02/07/2024 7.44% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 423,226 129,480 CHF 58,992 CHF 99.30% 99.30%

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