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 0.48% 5.86 CHF 5.90 CHF 50,000 50,000 126,764 126,764 751,404 CHF 753,588 CHF 98.20% 98.20%
24/07/2024 0.16% 6.44 CHF 6.45 CHF 250,000 250,000 250,000 250,000 1,593,780 CHF 1,596,280 CHF 99.94% 99.94%
23/07/2024 0.16% 6.32 CHF 6.33 CHF 250,000 250,000 250,000 250,000 1,574,180 CHF 1,576,680 CHF 100.00% 100.00%
22/07/2024 0.16% 6.14 CHF 6.15 CHF 250,000 250,000 250,000 250,000 1,559,480 CHF 1,561,980 CHF 99.81% 99.81%
19/07/2024 0.16% 6.32 CHF 6.33 CHF 250,000 250,000 250,000 250,000 1,588,430 CHF 1,590,930 CHF 99.86% 99.86%
18/07/2024 0.15% 6.82 CHF 6.83 CHF 250,000 250,000 249,846 249,846 1,702,390 CHF 1,704,890 CHF 98.81% 98.81%
17/07/2024 0.14% 6.78 CHF 6.79 CHF 250,000 250,000 250,000 250,000 1,724,500 CHF 1,727,000 CHF 99.88% 99.88%
16/07/2024 0.20% 6.82 CHF 6.83 CHF 250,000 250,000 226,048 226,048 1,511,110 CHF 1,513,550 CHF 99.97% 99.97%
15/07/2024 0.16% 6.61 CHF 6.62 CHF 250,000 250,000 250,000 250,000 1,611,410 CHF 1,613,910 CHF 99.77% 99.77%
12/07/2024 0.16% 6.43 CHF 6.44 CHF 250,000 250,000 249,928 249,928 1,591,390 CHF 1,593,890 CHF 98.93% 98.93%

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