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% 5.97 CHF 5.98 CHF 110,000 110,000 49,765 49,765 292,716 CHF 293,214 CHF 100.00% 100.00%
12/07/2024 0.17% 5.97 CHF 5.98 CHF 110,000 110,000 49,144 49,144 293,814 CHF 294,306 CHF 99.86% 99.86%
11/07/2024 0.16% 6.26 CHF 6.27 CHF 105,000 105,000 47,436 47,436 305,808 CHF 306,283 CHF 100.00% 100.00%
10/07/2024 0.16% 6.48 CHF 6.49 CHF 105,000 105,000 47,365 47,365 307,428 CHF 307,902 CHF 99.99% 99.99%
09/07/2024 0.16% 6.48 CHF 6.49 CHF 105,000 105,000 47,371 47,371 308,137 CHF 308,611 CHF 100.00% 100.00%
08/07/2024 0.15% 6.46 CHF 6.47 CHF 105,000 105,000 47,347 47,347 311,025 CHF 311,499 CHF 99.99% 99.99%
05/07/2024 0.17% 6.50 CHF 6.51 CHF 105,000 105,000 48,478 48,478 302,225 CHF 302,711 CHF 100.00% 100.00%
04/07/2024 0.16% 6.16 CHF 6.17 CHF 44,000 44,000 35,497 35,497 217,626 CHF 217,981 CHF 100.00% 100.00%
03/07/2024 0.19% 6.10 CHF 6.11 CHF 110,000 110,000 49,250 49,250 301,678 CHF 302,175 CHF 96.90% 96.90%
02/07/2024 0.17% 6.03 CHF 6.04 CHF 110,000 110,000 49,494 49,494 297,087 CHF 297,583 CHF 99.98% 99.98%

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