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 1.27% 6.02 CHF 6.09 CHF 21,500 21,500 21,351 21,351 131,655 CHF 133,337 CHF 100.00% 100.00%
12/07/2024 1.28% 6.14 CHF 6.22 CHF 21,000 21,000 21,046 21,046 130,686 CHF 132,369 CHF 99.99% 99.99%
11/07/2024 1.14% 6.32 CHF 6.39 CHF 22,300 22,300 22,446 22,446 136,573 CHF 138,145 CHF 99.98% 99.98%
10/07/2024 1.23% 5.79 CHF 5.86 CHF 23,400 23,400 23,599 23,599 133,144 CHF 134,795 CHF 100.00% 100.00%
09/07/2024 1.19% 5.59 CHF 5.66 CHF 24,000 24,000 23,611 23,611 138,367 CHF 140,021 CHF 99.73% 99.73%
08/07/2024 1.26% 5.44 CHF 5.51 CHF 24,000 24,000 24,013 24,013 132,519 CHF 134,200 CHF 99.31% 99.31%
05/07/2024 1.26% 5.51 CHF 5.58 CHF 24,500 24,500 24,540 24,540 135,149 CHF 136,867 CHF 99.98% 99.98%
04/07/2024 1.26% 5.44 CHF 5.51 CHF 25,000 25,000 24,952 24,952 134,598 CHF 136,312 CHF 99.61% 99.61%
03/07/2024 1.13% 5.28 CHF 5.34 CHF 26,600 26,600 26,615 26,615 141,181 CHF 142,778 CHF 100.00% 100.00%
02/07/2024 1.29% 4.79 CHF 4.85 CHF 27,000 27,000 27,210 27,210 125,655 CHF 127,287 CHF 99.99% 99.99%

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