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 6.26% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 405,327 154,826 CHF 66,783 CHF 99.15% 99.15%
12/07/2024 6.38% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 425,199 151,883 CHF 68,785 CHF 97.84% 97.84%
11/07/2024 6.39% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 151,637 CHF 64,655 CHF 97.32% 97.32%
10/07/2024 6.14% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 157,882 CHF 67,153 CHF 99.17% 99.17%
09/07/2024 6.14% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 158,087 CHF 67,235 CHF 99.58% 99.58%
08/07/2024 5.81% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 167,109 CHF 70,844 CHF 99.55% 99.55%
05/07/2024 5.74% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 169,272 CHF 71,709 CHF 99.57% 99.57%
04/07/2024 5.69% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 170,901 CHF 72,361 CHF 99.55% 99.55%
03/07/2024 5.69% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 170,840 CHF 72,336 CHF 99.58% 99.58%
02/07/2024 5.81% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 167,372 CHF 70,949 CHF 99.58% 99.58%

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