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 5.19% 0.19 CHF 0.20 CHF 275,000 275,000 279,110 279,110 52,350 CHF 55,141 CHF 99.39% 99.39%
12/07/2024 6.05% 0.16 CHF 0.17 CHF 325,000 325,000 324,216 324,216 51,961 CHF 55,203 CHF 99.07% 99.07%
11/07/2024 5.57% 0.16 CHF 0.17 CHF 325,000 325,000 304,239 304,239 53,194 CHF 56,237 CHF 90.67% 90.67%
10/07/2024 5.08% 0.19 CHF 0.20 CHF 300,000 300,000 271,960 271,960 52,130 CHF 54,850 CHF 95.47% 95.47%
09/07/2024 5.16% 0.20 CHF 0.21 CHF 250,000 250,000 277,986 277,986 52,397 CHF 55,177 CHF 99.05% 99.05%
08/07/2024 5.26% 0.19 CHF 0.20 CHF 275,000 275,000 287,488 287,488 53,170 CHF 56,045 CHF 99.22% 99.22%
05/07/2024 5.41% 0.18 CHF 0.19 CHF 300,000 300,000 299,207 299,207 53,810 CHF 56,802 CHF 99.39% 99.39%
04/07/2024 4.88% 0.20 CHF 0.21 CHF 250,000 250,000 250,261 250,261 50,002 CHF 52,504 CHF 99.39% 99.39%
03/07/2024 4.47% 0.20 CHF 0.21 CHF 250,000 250,000 249,733 249,733 54,614 CHF 57,112 CHF 98.64% 98.64%
02/07/2024 4.46% 0.22 CHF 0.23 CHF 250,000 250,000 250,000 250,000 54,798 CHF 57,298 CHF 99.06% 99.06%

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