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 0.19% 8.04 CHF 8.05 CHF 50,000 50,000 21,475 21,475 173,074 CHF 173,358 CHF 99.37% 99.37%
12/07/2024 0.20% 8.03 CHF 8.04 CHF 50,000 50,000 21,779 21,779 170,724 CHF 171,012 CHF 100.00% 100.00%
11/07/2024 0.19% 7.89 CHF 7.90 CHF 51,000 51,000 21,434 21,434 174,293 CHF 174,577 CHF 99.99% 99.99%
10/07/2024 0.19% 8.16 CHF 8.17 CHF 50,000 50,000 21,366 21,366 171,605 CHF 171,888 CHF 100.00% 100.00%
09/07/2024 0.20% 7.96 CHF 7.97 CHF 50,000 50,000 21,663 21,663 172,714 CHF 173,000 CHF 99.95% 99.95%
08/07/2024 0.20% 7.91 CHF 7.92 CHF 51,000 51,000 21,857 21,857 172,264 CHF 172,552 CHF 99.86% 99.86%
05/07/2024 0.19% 7.84 CHF 7.85 CHF 51,000 51,000 21,469 21,469 174,210 CHF 174,494 CHF 99.65% 99.65%
04/07/2024 0.18% 8.39 CHF 8.40 CHF 15,000 15,000 13,927 13,927 116,353 CHF 116,562 CHF 98.99% 98.99%
03/07/2024 0.19% 8.18 CHF 8.19 CHF 49,000 49,000 21,422 21,422 172,216 CHF 172,500 CHF 99.99% 99.99%
02/07/2024 0.20% 7.89 CHF 7.90 CHF 51,000 51,000 21,780 21,780 170,340 CHF 170,626 CHF 98.78% 98.78%

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