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 0.19% 5.37 CHF 5.38 CHF 300,000 100,000 300,000 100,000 1,606,210 CHF 536,404 CHF 98.29% 98.29%
12/07/2024 0.20% 5.29 CHF 5.30 CHF 300,000 100,000 300,000 100,000 1,517,690 CHF 506,896 CHF 97.91% 97.91%
11/07/2024 0.18% 5.26 CHF 5.27 CHF 300,000 100,000 300,000 100,000 1,660,280 CHF 554,425 CHF 98.02% 98.02%
10/07/2024 0.18% 5.53 CHF 5.54 CHF 300,000 100,000 300,000 100,000 1,639,860 CHF 547,620 CHF 99.07% 99.07%
09/07/2024 0.18% 5.40 CHF 5.41 CHF 300,000 100,000 300,000 100,000 1,670,560 CHF 557,854 CHF 99.23% 99.23%
08/07/2024 0.19% 5.49 CHF 5.50 CHF 300,000 100,000 300,000 100,000 1,613,790 CHF 538,929 CHF 99.23% 99.23%
05/07/2024 0.20% 5.24 CHF 5.25 CHF 300,000 100,000 300,000 100,000 1,467,550 CHF 490,182 CHF 99.22% 99.22%
04/07/2024 0.21% 4.72 CHF 4.73 CHF 300,000 100,000 300,000 100,000 1,427,340 CHF 476,781 CHF 99.23% 99.23%
03/07/2024 0.22% 4.76 CHF 4.77 CHF 300,000 100,000 300,000 100,000 1,367,970 CHF 456,989 CHF 99.23% 99.23%
02/07/2024 0.23% 4.39 CHF 4.40 CHF 300,000 100,000 300,000 100,000 1,292,950 CHF 431,984 CHF 99.23% 99.23%

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