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 5.53% 0.18 CHF 0.19 CHF 1,000,000 400,000 984,420 384,420 173,256 CHF 71,428 CHF 93.60% 93.60%
12/07/2024 5.11% 0.20 CHF 0.21 CHF 900,000 300,000 900,000 300,000 171,891 CHF 60,297 CHF 94.74% 94.74%
11/07/2024 5.42% 0.20 CHF 0.21 CHF 900,000 300,000 940,180 340,180 168,974 CHF 64,232 CHF 94.67% 94.67%
10/07/2024 5.97% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 162,784 CHF 69,114 CHF 97.37% 97.37%
09/07/2024 6.05% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 160,406 CHF 68,163 CHF 97.63% 97.63%
08/07/2024 5.85% 0.16 CHF 0.17 CHF 1,000,000 400,000 993,903 393,903 165,269 CHF 69,388 CHF 95.96% 95.96%
05/07/2024 5.68% 0.18 CHF 0.19 CHF 900,000 300,000 997,045 397,045 170,568 CHF 71,879 CHF 95.10% 95.10%
04/07/2024 5.73% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 169,763 CHF 71,905 CHF 94.73% 94.73%
03/07/2024 6.04% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 160,787 CHF 68,315 CHF 97.30% 97.30%
02/07/2024 6.06% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 160,002 CHF 68,001 CHF 96.54% 96.54%

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