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 0.32% 8.13 CHF 8.14 CHF 50,000 50,000 22,684 22,684 184,772 CHF 185,234 CHF 99.69% 99.69%
12/07/2024 0.32% 8.04 CHF 8.05 CHF 50,000 50,000 22,676 22,676 181,714 CHF 182,175 CHF 99.69% 99.69%
11/07/2024 0.32% 7.88 CHF 7.89 CHF 52,000 52,000 23,160 23,160 183,996 CHF 184,464 CHF 99.78% 99.78%
10/07/2024 0.33% 7.94 CHF 7.95 CHF 52,000 52,000 22,882 22,882 182,361 CHF 182,824 CHF 98.42% 98.42%
09/07/2024 0.32% 8.06 CHF 8.07 CHF 50,000 50,000 22,635 22,635 184,114 CHF 184,575 CHF 100.00% 100.00%
08/07/2024 0.37% 8.25 CHF 8.26 CHF 50,000 50,000 22,632 22,632 187,966 CHF 188,496 CHF 100.00% 100.00%
05/07/2024 0.38% 8.33 CHF 8.34 CHF 50,000 50,000 22,547 22,547 187,173 CHF 187,704 CHF 99.61% 99.61%
04/07/2024 0.42% 8.32 CHF 8.35 CHF 20,000 20,000 16,279 16,279 135,204 CHF 135,762 CHF 100.00% 100.00%
03/07/2024 0.37% 8.31 CHF 8.32 CHF 50,000 50,000 22,643 22,643 187,889 CHF 188,419 CHF 100.00% 100.00%
02/07/2024 0.32% 8.15 CHF 8.16 CHF 50,000 50,000 22,635 22,635 182,890 CHF 183,351 CHF 100.00% 100.00%

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