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 0.72% 7.06 CHF 7.11 CHF 20,000 20,000 20,000 20,000 143,418 CHF 144,456 CHF 98.07% 98.07%
12/07/2024 0.74% 6.99 CHF 7.04 CHF 20,000 20,000 20,000 20,000 138,599 CHF 139,627 CHF 98.63% 98.63%
11/07/2024 0.74% 6.96 CHF 7.01 CHF 20,000 20,000 20,000 20,000 141,467 CHF 142,513 CHF 96.68% 96.68%
10/07/2024 0.75% 6.91 CHF 6.96 CHF 20,000 20,000 20,000 20,000 135,654 CHF 136,677 CHF 100.00% 100.00%
09/07/2024 0.72% 6.95 CHF 7.00 CHF 20,000 20,000 20,000 20,000 139,362 CHF 140,372 CHF 100.00% 100.00%
08/07/2024 0.68% 6.83 CHF 6.87 CHF 20,000 20,000 19,883 19,883 130,351 CHF 131,242 CHF 99.97% 99.97%
05/07/2024 1.06% 6.01 CHF 6.07 CHF 10,000 10,000 10,000 10,000 61,215 CHF 61,868 CHF 99.52% 99.52%
04/07/2024 1.07% 6.13 CHF 6.20 CHF 12,500 12,500 12,500 12,500 75,918 CHF 76,732 CHF 100.00% 100.00%
03/07/2024 1.14% 5.86 CHF 5.93 CHF 10,000 10,000 10,000 10,000 58,712 CHF 59,385 CHF 99.71% 99.71%
02/07/2024 1.24% 6.21 CHF 6.28 CHF 10,000 10,000 11,638 11,638 70,377 CHF 71,209 CHF 90.66% 90.66%

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