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 0.29% 6.76 CHF 6.78 CHF 17,000 17,000 16,376 16,376 114,310 CHF 114,638 CHF 100.00% 100.00%
12/07/2024 0.29% 7.06 CHF 7.08 CHF 16,500 16,500 16,345 16,345 113,891 CHF 114,218 CHF 100.00% 100.00%
11/07/2024 0.29% 7.00 CHF 7.02 CHF 16,500 16,500 16,345 16,345 114,435 CHF 114,762 CHF 99.85% 99.85%
10/07/2024 0.29% 6.92 CHF 6.94 CHF 16,500 16,500 16,345 16,345 112,379 CHF 112,706 CHF 99.95% 99.95%
09/07/2024 0.29% 7.03 CHF 7.05 CHF 16,500 16,500 16,344 16,344 115,178 CHF 115,505 CHF 100.00% 100.00%
08/07/2024 0.30% 6.79 CHF 6.81 CHF 16,500 16,500 16,349 16,349 111,046 CHF 111,373 CHF 100.00% 100.00%
05/07/2024 0.30% 6.65 CHF 6.67 CHF 17,000 17,000 16,517 16,517 111,499 CHF 111,830 CHF 100.00% 100.00%
04/07/2024 0.30% 6.84 CHF 6.86 CHF 16,500 16,500 16,409 16,409 111,799 CHF 112,127 CHF 100.00% 100.00%
03/07/2024 0.30% 6.83 CHF 6.85 CHF 16,500 16,500 16,476 16,476 111,439 CHF 111,769 CHF 99.87% 99.87%
02/07/2024 0.31% 6.70 CHF 6.72 CHF 16,500 16,500 16,816 16,816 109,719 CHF 110,056 CHF 99.67% 99.67%

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