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 5.16% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 189,357 CHF 79,743 CHF 91.33% 91.33%
12/07/2024 5.06% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 400,000 192,947 CHF 81,179 CHF 94.16% 94.16%
11/07/2024 5.41% 0.19 CHF 0.20 CHF 1,000,000 400,000 1,000,000 400,000 180,148 CHF 76,059 CHF 93.86% 93.86%
10/07/2024 5.31% 0.18 CHF 0.19 CHF 1,000,000 400,000 1,000,000 400,000 183,588 CHF 77,435 CHF 89.18% 89.18%
09/07/2024 5.63% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 172,616 CHF 73,046 CHF 91.75% 91.75%
08/07/2024 5.02% 0.19 CHF 0.20 CHF 1,000,000 400,000 1,000,000 400,000 194,216 CHF 81,687 CHF 90.98% 90.98%
05/07/2024 4.88% 0.19 CHF 0.20 CHF 1,000,000 400,000 1,000,000 400,000 200,183 CHF 84,073 CHF 98.54% 98.54%
04/07/2024 5.83% 0.18 CHF 0.19 CHF 1,000,000 400,000 1,000,000 400,000 166,920 CHF 70,768 CHF 88.94% 88.94%
03/07/2024 6.02% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 161,350 CHF 68,540 CHF 95.36% 95.36%
02/07/2024 6.43% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 413,324 150,696 CHF 66,377 CHF 95.44% 95.44%

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