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
25/07/2024 5.18% 0.18 CHF 0.19 CHF 300,000 300,000 279,340 279,342 52,556 CHF 55,350 CHF 99.37% 99.37%
24/07/2024 5.37% 0.17 CHF 0.18 CHF 300,000 300,000 293,200 293,200 53,144 CHF 56,076 CHF 99.38% 99.38%
23/07/2024 5.52% 0.18 CHF 0.19 CHF 300,000 300,000 300,000 300,000 52,859 CHF 55,859 CHF 99.38% 99.38%
22/07/2024 5.68% 0.17 CHF 0.18 CHF 300,000 300,000 299,510 299,510 51,252 CHF 54,247 CHF 99.38% 99.38%
19/07/2024 5.12% 0.19 CHF 0.20 CHF 275,000 275,000 274,219 274,219 52,192 CHF 54,934 CHF 99.05% 99.05%
18/07/2024 5.16% 0.19 CHF 0.20 CHF 275,000 275,000 278,224 278,224 52,506 CHF 55,288 CHF 97.12% 97.12%
17/07/2024 5.14% 0.19 CHF 0.20 CHF 275,000 275,000 275,713 275,713 52,306 CHF 55,063 CHF 98.79% 98.79%
16/07/2024 5.33% 0.18 CHF 0.19 CHF 300,000 300,000 294,512 294,512 53,725 CHF 56,670 CHF 99.39% 99.39%
15/07/2024 5.48% 0.18 CHF 0.19 CHF 300,000 300,000 297,379 297,380 52,842 CHF 55,816 CHF 99.38% 99.38%
12/07/2024 5.55% 0.17 CHF 0.18 CHF 300,000 300,000 300,554 300,554 52,732 CHF 55,737 CHF 99.04% 99.04%

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