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% 6.40 CHF 6.41 CHF 300,000 100,000 300,000 100,000 1,885,920 CHF 629,640 CHF 99.39% 99.39%
12/07/2024 0.16% 6.39 CHF 6.40 CHF 300,000 100,000 300,000 100,000 1,931,570 CHF 644,858 CHF 99.40% 99.40%
11/07/2024 0.14% 6.68 CHF 6.69 CHF 300,000 100,000 300,000 100,000 2,076,390 CHF 693,131 CHF 98.83% 98.83%
10/07/2024 0.14% 6.90 CHF 6.91 CHF 300,000 100,000 300,000 100,000 2,072,750 CHF 691,916 CHF 99.40% 99.40%
09/07/2024 0.14% 6.91 CHF 6.92 CHF 300,000 100,000 300,000 100,000 2,075,960 CHF 692,985 CHF 99.39% 99.39%
08/07/2024 0.14% 6.88 CHF 6.89 CHF 300,000 100,000 300,000 100,000 2,111,090 CHF 704,698 CHF 99.39% 99.39%
05/07/2024 0.15% 6.92 CHF 6.93 CHF 300,000 100,000 300,000 100,000 1,980,400 CHF 661,133 CHF 99.39% 99.39%
04/07/2024 0.15% 6.59 CHF 6.60 CHF 300,000 100,000 300,000 100,000 1,966,820 CHF 656,606 CHF 99.41% 99.41%
03/07/2024 0.15% 6.52 CHF 6.53 CHF 300,000 100,000 300,000 100,000 1,970,030 CHF 657,676 CHF 99.39% 99.39%
02/07/2024 0.16% 6.46 CHF 6.47 CHF 300,000 100,000 300,000 100,000 1,925,290 CHF 642,765 CHF 99.30% 99.30%

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