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 4.84% 0.19 CHF 0.20 CHF 1,000,000 500,000 1,000,000 498,144 202,491 CHF 105,837 CHF 97.29% 97.29%
12/07/2024 4.37% 0.21 CHF 0.22 CHF 1,000,000 500,000 1,000,000 401,967 224,488 CHF 94,230 CHF 99.36% 99.36%
11/07/2024 5.37% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 467,245 181,906 CHF 89,285 CHF 99.26% 99.26%
10/07/2024 6.10% 0.16 CHF 0.17 CHF 1,000,000 500,000 1,000,000 500,000 159,044 CHF 84,522 CHF 99.29% 99.29%
09/07/2024 5.78% 0.16 CHF 0.17 CHF 1,000,000 500,000 1,000,000 500,000 168,053 CHF 89,027 CHF 98.96% 98.96%
08/07/2024 5.43% 0.17 CHF 0.18 CHF 1,000,000 500,000 1,000,000 467,115 179,191 CHF 88,255 CHF 99.42% 99.42%
05/07/2024 5.72% 0.17 CHF 0.18 CHF 1,000,000 500,000 1,000,000 500,000 169,819 CHF 89,910 CHF 99.36% 99.36%
04/07/2024 5.71% 0.17 CHF 0.18 CHF 1,000,000 500,000 1,000,000 500,000 170,000 CHF 90,000 CHF 99.53% 99.53%
03/07/2024 5.32% 0.16 CHF 0.17 CHF 1,000,000 500,000 1,000,000 480,720 183,224 CHF 92,756 CHF 97.88% 97.88%
02/07/2024 5.72% 0.16 CHF 0.17 CHF 1,000,000 500,000 1,000,000 499,541 169,913 CHF 89,865 CHF 99.10% 99.10%

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