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 4.59% 0.21 CHF 0.22 CHF 1,000,000 100,000 1,000,000 100,000 213,703 CHF 22,370 CHF 99.27% 99.27%
12/07/2024 4.95% 0.24 CHF 0.25 CHF 1,000,000 100,000 1,000,000 100,000 198,400 CHF 20,840 CHF 99.27% 99.27%
11/07/2024 5.69% 0.19 CHF 0.20 CHF 1,000,000 100,000 1,000,000 100,000 171,293 CHF 18,129 CHF 99.27% 99.27%
10/07/2024 5.51% 0.16 CHF 0.17 CHF 1,000,000 100,000 1,000,000 100,000 177,213 CHF 18,721 CHF 99.27% 99.27%
09/07/2024 4.79% 0.20 CHF 0.21 CHF 1,000,000 100,000 1,000,000 100,000 204,121 CHF 21,412 CHF 99.27% 99.27%
08/07/2024 4.80% 0.19 CHF 0.20 CHF 1,000,000 100,000 1,000,000 100,000 203,811 CHF 21,381 CHF 99.21% 99.21%
05/07/2024 4.30% 0.22 CHF 0.23 CHF 1,000,000 100,000 1,000,000 100,000 227,964 CHF 23,796 CHF 99.27% 99.27%
04/07/2024 3.87% 0.24 CHF 0.25 CHF 1,000,000 100,000 1,000,000 100,000 253,352 CHF 26,335 CHF 99.27% 99.27%
03/07/2024 4.88% 0.25 CHF 0.26 CHF 1,000,000 100,000 1,000,000 100,000 202,769 CHF 21,277 CHF 99.27% 99.27%
02/07/2024 5.77% 0.20 CHF 0.21 CHF 1,000,000 100,000 1,000,000 124,222 169,385 CHF 21,991 CHF 99.26% 99.26%

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