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% 6.48 CHF 6.49 CHF 104,400 104,400 104,580 104,580 678,480 CHF 679,526 CHF 99.99% 99.99%
12/07/2024 0.15% 6.50 CHF 6.51 CHF 104,800 104,800 105,637 105,637 683,160 CHF 684,216 CHF 100.00% 100.00%
11/07/2024 0.16% 6.51 CHF 6.52 CHF 106,200 106,200 106,200 106,200 683,383 CHF 684,445 CHF 100.00% 100.00%
10/07/2024 0.16% 6.36 CHF 6.37 CHF 106,200 106,200 106,140 106,140 678,831 CHF 679,893 CHF 100.00% 100.00%
09/07/2024 0.16% 6.40 CHF 6.41 CHF 106,100 106,100 105,320 105,320 674,294 CHF 675,349 CHF 100.00% 100.00%
08/07/2024 0.15% 6.43 CHF 6.44 CHF 105,000 105,000 105,901 105,901 684,825 CHF 685,884 CHF 99.99% 99.99%
05/07/2024 0.16% 6.41 CHF 6.42 CHF 106,500 106,500 106,680 106,680 683,090 CHF 684,157 CHF 100.00% 100.00%
04/07/2024 0.16% 6.37 CHF 6.38 CHF 106,800 106,800 107,998 107,998 685,490 CHF 686,569 CHF 100.00% 100.00%
03/07/2024 0.16% 6.35 CHF 6.36 CHF 108,800 108,800 108,979 108,979 685,535 CHF 686,624 CHF 100.00% 100.00%
02/07/2024 0.16% 6.27 CHF 6.28 CHF 109,100 109,100 108,199 108,199 676,792 CHF 677,874 CHF 100.00% 100.00%

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