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 0.17% 6.09 CHF 6.10 CHF 300,000 100,000 300,000 100,000 1,794,880 CHF 599,295 CHF 99.39% 99.39%
12/07/2024 0.16% 6.09 CHF 6.10 CHF 300,000 100,000 300,000 100,000 1,840,540 CHF 614,513 CHF 99.40% 99.40%
11/07/2024 0.15% 6.38 CHF 6.39 CHF 300,000 100,000 300,000 100,000 1,985,150 CHF 662,717 CHF 98.83% 98.83%
10/07/2024 0.15% 6.60 CHF 6.61 CHF 300,000 100,000 300,000 100,000 1,981,700 CHF 661,566 CHF 99.41% 99.41%
09/07/2024 0.15% 6.60 CHF 6.61 CHF 300,000 100,000 300,000 100,000 1,984,560 CHF 662,520 CHF 99.39% 99.39%
08/07/2024 0.15% 6.58 CHF 6.59 CHF 300,000 100,000 300,000 100,000 2,020,000 CHF 674,334 CHF 99.40% 99.40%
05/07/2024 0.16% 6.62 CHF 6.63 CHF 300,000 100,000 300,000 100,000 1,889,070 CHF 630,692 CHF 99.39% 99.39%
04/07/2024 0.16% 6.28 CHF 6.29 CHF 300,000 100,000 300,000 100,000 1,875,340 CHF 626,112 CHF 99.41% 99.41%
03/07/2024 0.16% 6.22 CHF 6.23 CHF 300,000 100,000 300,000 100,000 1,878,230 CHF 627,076 CHF 99.39% 99.39%
02/07/2024 0.16% 6.15 CHF 6.16 CHF 300,000 100,000 300,000 100,000 1,833,620 CHF 612,206 CHF 99.30% 99.30%

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