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 5.89% 0.16 CHF 0.17 CHF 325,000 325,000 312,198 312,198 51,471 CHF 54,593 CHF 99.39% 99.39%
12/07/2024 5.64% 0.18 CHF 0.19 CHF 300,000 300,000 300,081 300,081 51,747 CHF 54,748 CHF 99.08% 99.08%
11/07/2024 5.90% 0.16 CHF 0.17 CHF 325,000 325,000 313,848 313,847 51,668 CHF 54,806 CHF 98.25% 98.25%
10/07/2024 5.81% 0.17 CHF 0.18 CHF 300,000 300,000 307,142 307,142 51,300 CHF 54,371 CHF 95.48% 95.48%
09/07/2024 6.18% 0.15 CHF 0.16 CHF 350,000 350,000 331,376 331,376 51,906 CHF 55,220 CHF 99.06% 99.06%
08/07/2024 5.29% 0.17 CHF 0.18 CHF 300,000 300,000 287,552 287,552 52,903 CHF 55,778 CHF 99.24% 99.24%
05/07/2024 5.40% 0.18 CHF 0.19 CHF 300,000 300,000 296,595 296,595 53,473 CHF 56,439 CHF 99.39% 99.39%
04/07/2024 5.61% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 52,032 CHF 55,032 CHF 99.39% 99.39%
03/07/2024 6.08% 0.17 CHF 0.18 CHF 300,000 300,000 326,624 326,624 52,037 CHF 55,303 CHF 98.64% 98.64%
02/07/2024 6.34% 0.15 CHF 0.16 CHF 350,000 350,000 343,101 343,101 52,362 CHF 55,793 CHF 99.06% 99.06%

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