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% 6.87 CHF 6.88 CHF 108,000 108,000 108,120 108,120 738,661 CHF 739,742 CHF 100.00% 100.00%
12/07/2024 0.15% 6.82 CHF 6.83 CHF 108,300 108,300 108,300 108,300 737,363 CHF 738,446 CHF 100.00% 100.00%
11/07/2024 0.15% 6.74 CHF 6.75 CHF 108,300 108,300 108,839 108,839 737,047 CHF 738,136 CHF 99.99% 99.99%
10/07/2024 0.15% 6.77 CHF 6.78 CHF 109,200 109,200 109,439 109,439 735,659 CHF 736,753 CHF 100.00% 100.00%
09/07/2024 0.15% 6.68 CHF 6.69 CHF 109,600 109,600 109,599 109,599 735,592 CHF 736,690 CHF 100.00% 100.00%
08/07/2024 0.15% 6.71 CHF 6.72 CHF 109,800 109,800 109,439 109,439 732,088 CHF 733,182 CHF 100.00% 100.00%
05/07/2024 0.15% 6.71 CHF 6.72 CHF 109,200 109,200 109,440 109,440 736,840 CHF 737,934 CHF 99.78% 99.78%
04/07/2024 0.15% 6.74 CHF 6.75 CHF 109,600 109,600 109,600 109,600 737,436 CHF 738,532 CHF 100.00% 100.00%
03/07/2024 0.15% 6.75 CHF 6.76 CHF 109,600 109,600 110,078 110,078 739,726 CHF 740,827 CHF 100.00% 100.00%
02/07/2024 0.15% 6.67 CHF 6.68 CHF 110,400 110,400 110,520 110,520 734,271 CHF 735,376 CHF 100.00% 100.00%

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