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 5.82% 0.18 CHF 0.19 CHF 900,000 300,000 951,314 351,314 158,792 CHF 61,946 CHF 92.14% 92.14%
12/07/2024 6.31% 0.15 CHF 0.16 CHF 1,000,000 400,000 995,987 395,987 152,972 CHF 64,763 CHF 94.15% 94.15%
11/07/2024 5.76% 0.16 CHF 0.17 CHF 1,000,000 400,000 968,886 368,886 163,516 CHF 65,851 CHF 93.88% 93.88%
10/07/2024 5.60% 0.17 CHF 0.18 CHF 1,000,000 400,000 994,390 394,390 172,710 CHF 72,422 CHF 88.17% 88.17%
09/07/2024 5.14% 0.19 CHF 0.20 CHF 900,000 300,000 904,279 304,279 171,395 CHF 60,688 CHF 92.65% 92.65%
08/07/2024 5.69% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 170,894 CHF 72,358 CHF 90.11% 90.11%
05/07/2024 5.76% 0.18 CHF 0.19 CHF 1,000,000 400,000 1,000,000 400,000 169,123 CHF 71,649 CHF 98.50% 98.50%
04/07/2024 4.89% 0.20 CHF 0.21 CHF 900,000 300,000 900,000 300,000 179,550 CHF 62,850 CHF 88.95% 88.95%
03/07/2024 4.72% 0.21 CHF 0.22 CHF 900,000 300,000 900,000 300,000 186,323 CHF 65,108 CHF 93.86% 93.86%
02/07/2024 4.31% 0.22 CHF 0.23 CHF 900,000 300,000 900,000 300,000 204,440 CHF 71,147 CHF 95.42% 95.42%

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