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 0.15% 6.53 CHF 6.54 CHF 38,000 38,000 37,341 37,341 246,182 CHF 246,556 CHF 100.00% 100.00%
12/07/2024 0.15% 6.55 CHF 6.56 CHF 38,000 38,000 37,644 37,644 247,050 CHF 247,427 CHF 100.00% 100.00%
11/07/2024 0.15% 6.55 CHF 6.56 CHF 38,000 38,000 37,332 37,332 246,236 CHF 246,609 CHF 99.93% 99.93%
10/07/2024 0.16% 6.52 CHF 6.53 CHF 38,000 38,000 38,100 38,100 247,140 CHF 247,522 CHF 100.00% 100.00%
09/07/2024 0.16% 6.44 CHF 6.45 CHF 38,500 38,500 38,151 38,151 246,677 CHF 247,059 CHF 99.43% 99.43%
08/07/2024 0.16% 6.43 CHF 6.44 CHF 38,500 38,500 38,417 38,417 246,574 CHF 246,959 CHF 100.00% 100.00%
05/07/2024 0.16% 6.35 CHF 6.36 CHF 39,000 39,000 38,727 38,727 246,747 CHF 247,134 CHF 99.99% 99.99%
04/07/2024 0.16% 6.45 CHF 6.46 CHF 38,500 38,500 38,213 38,213 246,147 CHF 246,530 CHF 100.00% 100.00%
03/07/2024 0.16% 6.39 CHF 6.40 CHF 39,000 39,000 38,700 38,700 246,921 CHF 247,309 CHF 100.00% 100.00%
02/07/2024 0.16% 6.46 CHF 6.47 CHF 38,500 38,500 38,270 38,270 247,195 CHF 247,578 CHF 99.72% 99.73%

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