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% 6.52 CHF 6.53 CHF 37,600 37,600 37,600 37,600 241,964 CHF 242,340 CHF 99.99% 99.99%
12/07/2024 0.16% 6.56 CHF 6.57 CHF 37,600 37,600 37,600 37,600 238,126 CHF 238,502 CHF 99.99% 99.99%
11/07/2024 0.26% 7.17 CHF 7.19 CHF 31,000 31,000 31,000 31,000 234,194 CHF 234,814 CHF 99.98% 99.98%
10/07/2024 0.26% 7.79 CHF 7.81 CHF 33,000 33,000 33,000 33,000 249,247 CHF 249,907 CHF 100.00% 100.00%
09/07/2024 0.15% 6.75 CHF 6.76 CHF 34,400 34,400 34,400 34,400 232,579 CHF 232,923 CHF 99.98% 99.98%
08/07/2024 0.16% 6.13 CHF 6.14 CHF 39,000 39,000 39,000 39,000 238,121 CHF 238,511 CHF 100.00% 100.00%
05/07/2024 0.16% 6.15 CHF 6.16 CHF 38,100 38,100 38,100 38,100 231,423 CHF 231,804 CHF 99.92% 99.92%
04/07/2024 0.17% 6.06 CHF 6.07 CHF 38,100 38,100 38,100 38,100 230,553 CHF 230,934 CHF 100.00% 100.00%
03/07/2024 0.18% 5.71 CHF 5.72 CHF 40,200 40,200 40,200 40,200 229,348 CHF 229,750 CHF 100.00% 100.00%
02/07/2024 0.20% 5.17 CHF 5.18 CHF 43,700 43,700 43,700 43,700 220,484 CHF 220,921 CHF 99.99% 99.99%

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