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
25/07/2024 0.50% 5.59 CHF 5.63 CHF 50,000 50,000 126,367 126,367 714,551 CHF 716,735 CHF 98.71% 98.71%
24/07/2024 0.16% 6.16 CHF 6.17 CHF 250,000 250,000 250,000 250,000 1,524,990 CHF 1,527,490 CHF 99.99% 99.99%
23/07/2024 0.17% 6.04 CHF 6.05 CHF 250,000 250,000 250,000 250,000 1,505,040 CHF 1,507,540 CHF 99.90% 99.90%
22/07/2024 0.17% 5.87 CHF 5.88 CHF 250,000 250,000 250,000 250,000 1,490,600 CHF 1,493,100 CHF 99.99% 99.99%
19/07/2024 0.16% 6.04 CHF 6.05 CHF 250,000 250,000 250,000 250,000 1,519,480 CHF 1,521,980 CHF 99.70% 99.70%
18/07/2024 0.15% 6.55 CHF 6.56 CHF 250,000 250,000 249,854 249,854 1,633,940 CHF 1,636,440 CHF 98.91% 98.91%
17/07/2024 0.15% 6.51 CHF 6.52 CHF 250,000 250,000 250,000 250,000 1,655,800 CHF 1,658,300 CHF 99.89% 99.89%
16/07/2024 0.21% 6.55 CHF 6.56 CHF 250,000 250,000 226,049 226,049 1,448,360 CHF 1,450,800 CHF 99.97% 99.97%
15/07/2024 0.16% 6.34 CHF 6.35 CHF 250,000 250,000 250,000 250,000 1,542,170 CHF 1,544,670 CHF 99.72% 99.72%
12/07/2024 0.16% 6.16 CHF 6.17 CHF 250,000 250,000 249,928 249,928 1,522,190 CHF 1,524,690 CHF 98.93% 98.93%

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