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 0.18% 5.59 CHF 5.60 CHF 300,000 100,000 300,000 100,000 1,672,760 CHF 558,586 CHF 98.29% 98.29%
12/07/2024 0.19% 5.51 CHF 5.52 CHF 300,000 100,000 300,000 100,000 1,584,330 CHF 529,108 CHF 97.92% 97.92%
11/07/2024 0.17% 5.48 CHF 5.49 CHF 300,000 100,000 300,000 100,000 1,726,930 CHF 576,643 CHF 98.03% 98.03%
10/07/2024 0.18% 5.75 CHF 5.76 CHF 300,000 100,000 300,000 100,000 1,706,630 CHF 569,878 CHF 99.07% 99.07%
09/07/2024 0.17% 5.63 CHF 5.64 CHF 300,000 100,000 300,000 100,000 1,737,270 CHF 580,090 CHF 99.23% 99.23%
08/07/2024 0.18% 5.71 CHF 5.72 CHF 300,000 100,000 300,000 100,000 1,680,370 CHF 561,124 CHF 99.20% 99.20%
05/07/2024 0.20% 5.47 CHF 5.48 CHF 300,000 100,000 300,000 100,000 1,534,450 CHF 512,484 CHF 99.22% 99.22%
04/07/2024 0.20% 4.95 CHF 4.96 CHF 300,000 100,000 300,000 100,000 1,494,110 CHF 499,036 CHF 99.23% 99.23%
03/07/2024 0.21% 4.98 CHF 4.99 CHF 300,000 100,000 300,000 100,000 1,434,890 CHF 479,298 CHF 99.23% 99.23%
02/07/2024 0.22% 4.61 CHF 4.62 CHF 300,000 100,000 300,000 100,000 1,360,080 CHF 454,361 CHF 99.22% 99.22%

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