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 0.17% 5.99 CHF 6.00 CHF 15,720 15,720 15,558 15,558 93,010 CHF 93,166 CHF 99.98% 99.98%
12/07/2024 0.18% 5.69 CHF 5.70 CHF 15,880 15,880 15,798 15,798 88,061 CHF 88,219 CHF 100.00% 100.00%
11/07/2024 0.19% 5.35 CHF 5.36 CHF 16,050 16,050 15,935 15,935 84,914 CHF 85,073 CHF 99.52% 99.52%
10/07/2024 0.21% 5.13 CHF 5.14 CHF 16,210 16,210 16,216 16,216 78,620 CHF 78,782 CHF 100.00% 100.00%
09/07/2024 0.21% 4.64 CHF 4.65 CHF 16,490 16,490 16,304 16,304 76,782 CHF 76,945 CHF 99.61% 99.61%
08/07/2024 0.22% 4.52 CHF 4.53 CHF 16,590 16,590 16,414 16,414 74,402 CHF 74,567 CHF 99.97% 99.97%
05/07/2024 0.21% 4.54 CHF 4.55 CHF 16,590 16,590 16,326 16,326 76,944 CHF 77,107 CHF 99.89% 99.89%
04/07/2024 0.23% 4.53 CHF 4.54 CHF 16,620 16,620 16,538 16,538 72,836 CHF 73,002 CHF 100.00% 100.00%
03/07/2024 0.21% 4.82 CHF 4.83 CHF 16,420 16,420 16,198 16,198 79,471 CHF 79,633 CHF 99.91% 99.91%
02/07/2024 0.20% 5.07 CHF 5.08 CHF 16,210 16,210 16,098 16,098 80,387 CHF 80,548 CHF 99.33% 99.33%

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