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 0.90% 5.59 CHF 5.64 CHF 10,000 10,000 10,000 10,000 55,203 CHF 55,703 CHF 97.51% 97.51%
12/07/2024 0.90% 5.69 CHF 5.74 CHF 10,000 10,000 10,000 10,000 55,239 CHF 55,739 CHF 84.09% 84.09%
11/07/2024 0.94% 5.39 CHF 5.44 CHF 10,000 10,000 10,000 10,000 52,816 CHF 53,316 CHF 99.51% 99.51%
10/07/2024 1.00% 5.19 CHF 5.24 CHF 10,000 10,000 15,416 10,000 75,660 CHF 50,068 CHF 99.51% 99.51%
09/07/2024 0.97% 5.12 CHF 5.17 CHF 10,000 10,000 10,000 10,000 51,329 CHF 51,829 CHF 99.57% 99.57%
08/07/2024 0.95% 5.25 CHF 5.30 CHF 10,000 10,000 10,000 10,000 52,482 CHF 52,982 CHF 99.48% 99.48%
05/07/2024 0.91% 5.25 CHF 5.30 CHF 10,000 10,000 10,000 10,000 54,662 CHF 55,162 CHF 98.37% 98.37%
04/07/2024 0.92% 5.45 CHF 5.50 CHF 10,000 10,000 10,000 10,000 54,123 CHF 54,623 CHF 97.84% 97.84%
03/07/2024 0.95% 5.23 CHF 5.28 CHF 10,000 10,000 10,000 10,000 52,437 CHF 52,937 CHF 95.88% 95.88%
02/07/2024 1.03% 4.82 CHF 4.87 CHF 20,000 10,000 19,991 10,000 96,697 CHF 48,871 CHF 93.40% 93.40%

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