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 0.14% 7.19 CHF 7.20 CHF 940,400 940,400 940,400 940,400 6,832,510 CHF 6,841,920 CHF 99.10% 99.10%
12/07/2024 0.14% 7.44 CHF 7.45 CHF 972,100 972,100 972,100 972,100 6,980,850 CHF 6,990,570 CHF 95.38% 95.38%
11/07/2024 0.16% 7.08 CHF 7.09 CHF 991,800 991,800 973,985 973,985 6,780,780 CHF 6,790,620 CHF 99.66% 99.66%
10/07/2024 0.15% 6.87 CHF 6.88 CHF 1,019,100 1,019,100 1,019,100 1,019,100 6,891,740 CHF 6,901,930 CHF 100.00% 100.00%
09/07/2024 0.15% 6.60 CHF 6.61 CHF 979,200 979,200 979,200 979,200 6,661,300 CHF 6,671,090 CHF 100.00% 100.00%
08/07/2024 0.14% 6.99 CHF 7.00 CHF 977,500 977,500 977,500 977,500 6,911,750 CHF 6,921,520 CHF 99.98% 99.98%
05/07/2024 0.14% 6.97 CHF 6.98 CHF 981,100 981,100 981,100 981,100 6,999,850 CHF 7,009,660 CHF 99.81% 99.81%
04/07/2024 0.14% 6.97 CHF 6.98 CHF 992,900 992,900 992,900 992,900 6,882,270 CHF 6,892,200 CHF 99.93% 99.93%
03/07/2024 0.15% 6.86 CHF 6.87 CHF 1,026,600 1,026,600 1,026,600 1,026,600 6,940,060 CHF 6,950,320 CHF 100.00% 100.00%
02/07/2024 0.15% 6.52 CHF 6.53 CHF 1,004,800 1,004,800 1,004,800 1,004,800 6,483,260 CHF 6,493,310 CHF 99.99% 99.99%

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