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 7.67% 0.11 CHF 0.12 CHF 1,000,000 400,000 955,267 355,267 120,013 CHF 48,023 CHF 98.26% 98.26%
12/07/2024 7.02% 0.13 CHF 0.14 CHF 1,000,000 400,000 979,364 379,364 134,713 CHF 55,944 CHF 97.07% 97.07%
11/07/2024 5.88% 0.14 CHF 0.15 CHF 900,000 300,000 900,000 300,000 148,877 CHF 52,626 CHF 93.69% 93.69%
10/07/2024 5.19% 0.18 CHF 0.19 CHF 900,000 300,000 772,854 257,618 144,785 CHF 50,838 CHF 97.15% 97.15%
09/07/2024 4.95% 0.21 CHF 0.22 CHF 750,000 250,000 750,000 250,000 148,207 CHF 51,902 CHF 97.53% 97.53%
08/07/2024 5.58% 0.20 CHF 0.21 CHF 750,000 250,000 868,812 289,604 151,260 CHF 53,316 CHF 99.55% 99.55%
05/07/2024 4.22% 0.23 CHF 0.24 CHF 750,000 250,000 750,000 250,000 174,001 CHF 60,500 CHF 98.10% 98.10%
04/07/2024 4.26% 0.24 CHF 0.25 CHF 750,000 250,000 750,000 250,000 172,403 CHF 59,968 CHF 99.37% 99.37%
03/07/2024 5.26% 0.22 CHF 0.23 CHF 750,000 250,000 872,914 290,971 161,426 CHF 56,718 CHF 97.64% 97.64%
02/07/2024 5.43% 0.18 CHF 0.19 CHF 900,000 300,000 889,312 296,437 159,309 CHF 56,067 CHF 97.50% 97.50%

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