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 6.68% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 144,832 CHF 61,933 CHF 99.15% 99.15%
12/07/2024 6.81% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 141,912 CHF 60,765 CHF 97.91% 97.91%
11/07/2024 6.82% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 141,622 CHF 60,649 CHF 97.35% 97.35%
10/07/2024 6.55% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 147,774 CHF 63,109 CHF 99.18% 99.18%
09/07/2024 6.54% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 148,069 CHF 63,228 CHF 99.57% 99.57%
08/07/2024 6.15% 0.15 CHF 0.16 CHF 1,000,000 400,000 999,410 399,410 157,570 CHF 66,966 CHF 99.54% 99.54%
05/07/2024 5.83% 0.16 CHF 0.17 CHF 1,000,000 400,000 926,864 326,864 154,311 CHF 57,533 CHF 99.55% 99.55%
04/07/2024 5.72% 0.17 CHF 0.18 CHF 900,000 300,000 936,600 336,600 159,119 CHF 60,547 CHF 99.56% 99.56%
03/07/2024 6.00% 0.17 CHF 0.18 CHF 900,000 300,000 986,184 386,184 159,264 CHF 66,157 CHF 99.59% 99.59%
02/07/2024 6.12% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 158,417 CHF 67,367 CHF 99.58% 99.58%

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