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 5.38% 0.19 CHF 0.20 CHF 275,000 275,000 297,503 297,503 53,784 CHF 56,760 CHF 100.00% 100.00%
12/07/2024 5.50% 0.18 CHF 0.19 CHF 300,000 300,000 300,094 300,094 53,050 CHF 56,051 CHF 99.77% 99.77%
11/07/2024 5.76% 0.16 CHF 0.17 CHF 325,000 325,000 307,755 307,755 51,908 CHF 54,985 CHF 100.00% 100.00%
10/07/2024 6.04% 0.17 CHF 0.18 CHF 300,000 300,000 323,171 323,171 51,843 CHF 55,074 CHF 94.70% 94.70%
09/07/2024 6.04% 0.15 CHF 0.16 CHF 325,000 325,000 323,195 323,195 51,855 CHF 55,087 CHF 99.67% 99.67%
08/07/2024 6.01% 0.17 CHF 0.18 CHF 300,000 300,000 321,209 321,208 51,830 CHF 55,042 CHF 100.00% 100.00%
05/07/2024 5.70% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 51,174 CHF 54,174 CHF 100.00% 100.00%
04/07/2024 5.64% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 51,738 CHF 54,738 CHF 100.00% 100.00%
03/07/2024 5.59% 0.18 CHF 0.19 CHF 300,000 300,000 300,000 300,000 52,202 CHF 55,202 CHF 99.31% 99.31%
02/07/2024 5.95% 0.17 CHF 0.18 CHF 325,000 325,000 318,203 318,203 51,903 CHF 55,085 CHF 99.62% 99.62%

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