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 5.96% 0.16 CHF 0.17 CHF 750,000 250,000 750,616 250,205 122,221 CHF 43,242 CHF 99.61% 99.61%
12/07/2024 5.70% 0.16 CHF 0.17 CHF 750,000 250,000 750,000 250,000 127,974 CHF 45,158 CHF 99.60% 99.60%
11/07/2024 5.81% 0.16 CHF 0.17 CHF 900,000 300,000 794,754 264,918 132,687 CHF 46,878 CHF 98.53% 98.53%
10/07/2024 5.74% 0.17 CHF 0.18 CHF 750,000 250,000 766,058 255,353 129,671 CHF 45,777 CHF 99.62% 99.62%
09/07/2024 5.73% 0.17 CHF 0.18 CHF 750,000 250,000 757,324 252,441 128,321 CHF 45,298 CHF 99.58% 99.58%
08/07/2024 5.51% 0.17 CHF 0.18 CHF 750,000 250,000 750,000 250,000 132,541 CHF 46,680 CHF 99.58% 99.58%
05/07/2024 4.77% 0.19 CHF 0.20 CHF 750,000 250,000 750,000 250,000 153,838 CHF 53,779 CHF 99.47% 99.47%
04/07/2024 4.57% 0.22 CHF 0.23 CHF 750,000 250,000 750,000 250,000 160,645 CHF 56,048 CHF 99.37% 99.37%
03/07/2024 4.98% 0.19 CHF 0.20 CHF 750,000 250,000 750,000 250,000 147,003 CHF 51,501 CHF 98.13% 98.13%
02/07/2024 4.65% 0.20 CHF 0.21 CHF 750,000 250,000 750,000 250,000 157,892 CHF 55,131 CHF 99.59% 99.59%

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