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 0.16% 6.25 CHF 6.26 CHF 537,300 537,300 537,300 537,300 3,435,660 CHF 3,441,040 CHF 99.10% 99.10%
12/07/2024 0.16% 6.70 CHF 6.71 CHF 579,700 579,700 579,700 579,700 3,628,870 CHF 3,634,670 CHF 95.38% 95.38%
11/07/2024 0.19% 6.11 CHF 6.12 CHF 607,100 607,100 596,166 596,166 3,516,170 CHF 3,522,200 CHF 99.65% 99.65%
10/07/2024 0.18% 5.75 CHF 5.76 CHF 646,100 646,100 646,100 646,100 3,607,030 CHF 3,613,490 CHF 100.00% 100.00%
09/07/2024 0.18% 5.32 CHF 5.33 CHF 587,000 587,000 587,000 587,000 3,327,950 CHF 3,333,820 CHF 100.00% 100.00%
08/07/2024 0.16% 5.98 CHF 5.99 CHF 584,800 584,800 584,800 584,800 3,584,340 CHF 3,590,190 CHF 99.99% 99.99%
05/07/2024 0.16% 5.96 CHF 5.97 CHF 589,800 589,800 589,800 589,800 3,669,050 CHF 3,674,950 CHF 99.78% 99.78%
04/07/2024 0.17% 5.94 CHF 5.95 CHF 606,300 606,300 606,300 606,300 3,567,000 CHF 3,573,060 CHF 99.93% 99.93%
03/07/2024 0.18% 5.76 CHF 5.77 CHF 654,400 654,400 654,400 654,400 3,669,070 CHF 3,675,610 CHF 100.00% 100.00%
02/07/2024 0.20% 5.22 CHF 5.23 CHF 621,900 621,900 621,900 621,900 3,187,090 CHF 3,193,310 CHF 100.00% 100.00%

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