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 5.28% 0.19 CHF 0.20 CHF 1,000,000 500,000 1,000,000 493,293 184,671 CHF 95,927 CHF 97.66% 97.66%
12/07/2024 5.25% 0.17 CHF 0.18 CHF 1,000,000 500,000 1,000,000 500,000 185,645 CHF 97,822 CHF 99.07% 99.07%
11/07/2024 4.89% 0.19 CHF 0.20 CHF 1,000,000 400,000 1,000,000 414,345 199,558 CHF 86,696 CHF 97.49% 97.49%
10/07/2024 4.35% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 400,000 225,410 CHF 94,164 CHF 98.64% 98.64%
09/07/2024 4.39% 0.25 CHF 0.26 CHF 1,000,000 400,000 1,000,000 400,000 223,284 CHF 93,314 CHF 98.79% 98.79%
08/07/2024 5.05% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 478,424 193,122 CHF 96,989 CHF 99.06% 99.06%
05/07/2024 4.82% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 472,123 202,804 CHF 100,257 CHF 97.56% 97.56%
04/07/2024 4.47% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 400,000 218,606 CHF 91,443 CHF 95.74% 95.74%
03/07/2024 4.16% 0.23 CHF 0.24 CHF 1,000,000 400,000 1,000,000 400,000 235,687 CHF 98,275 CHF 99.29% 99.29%
02/07/2024 3.26% 0.28 CHF 0.29 CHF 1,000,000 400,000 917,703 317,703 277,060 CHF 98,890 CHF 99.46% 99.46%

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