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 0.31% 6.50 CHF 6.52 CHF 60,000 60,000 59,840 59,840 388,905 CHF 390,102 CHF 100.00% 100.00%
12/07/2024 0.31% 6.46 CHF 6.48 CHF 60,000 60,000 60,246 60,246 385,795 CHF 387,000 CHF 100.00% 100.00%
11/07/2024 0.32% 6.37 CHF 6.39 CHF 61,000 61,000 60,946 60,946 385,528 CHF 386,748 CHF 99.81% 99.81%
10/07/2024 0.32% 6.24 CHF 6.26 CHF 62,000 62,000 62,000 62,000 384,814 CHF 386,054 CHF 100.00% 100.00%
09/07/2024 0.32% 6.23 CHF 6.25 CHF 62,000 62,000 61,123 61,123 384,865 CHF 386,087 CHF 99.73% 99.73%
08/07/2024 0.32% 6.29 CHF 6.31 CHF 61,000 61,000 61,125 61,125 383,964 CHF 385,186 CHF 99.99% 99.99%
05/07/2024 0.32% 6.16 CHF 6.18 CHF 62,000 62,000 61,945 61,945 384,920 CHF 386,159 CHF 99.81% 99.81%
04/07/2024 0.32% 6.20 CHF 6.22 CHF 62,000 62,000 61,997 61,997 383,344 CHF 384,584 CHF 100.00% 100.00%
03/07/2024 0.33% 6.10 CHF 6.12 CHF 63,000 63,000 63,050 63,050 382,220 CHF 383,481 CHF 100.00% 100.00%
02/07/2024 0.34% 5.99 CHF 6.01 CHF 64,000 64,000 63,999 63,999 380,149 CHF 381,428 CHF 100.00% 100.00%

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