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 5.99% 0.16 CHF 0.17 CHF 1,000,000 500,000 1,000,000 500,000 162,156 CHF 86,078 CHF 98.88% 98.88%
12/07/2024 6.32% 0.16 CHF 0.17 CHF 1,000,000 500,000 1,000,000 500,000 153,454 CHF 81,727 CHF 98.79% 98.79%
11/07/2024 7.81% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 123,123 CHF 66,562 CHF 99.30% 99.30%
10/07/2024 8.05% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 119,301 CHF 64,650 CHF 98.43% 98.43%
09/07/2024 7.36% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 131,177 CHF 70,589 CHF 97.75% 97.75%
08/07/2024 6.39% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 500,000 151,536 CHF 80,768 CHF 97.51% 97.51%
05/07/2024 5.83% 0.16 CHF 0.17 CHF 1,000,000 500,000 1,000,000 500,000 166,654 CHF 88,327 CHF 98.34% 98.34%
04/07/2024 5.73% 0.17 CHF 0.18 CHF 1,000,000 500,000 1,000,000 500,000 169,520 CHF 89,760 CHF 94.22% 94.22%
03/07/2024 5.82% 0.17 CHF 0.18 CHF 1,000,000 500,000 1,000,000 500,000 166,887 CHF 88,444 CHF 99.38% 99.38%
02/07/2024 6.51% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 500,000 148,628 CHF 79,314 CHF 99.04% 99.04%

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