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% 5.95 CHF 5.96 CHF 110,000 110,000 49,754 49,754 291,223 CHF 291,721 CHF 99.98% 99.98%
12/07/2024 0.17% 5.94 CHF 5.95 CHF 110,000 110,000 48,911 48,911 291,032 CHF 291,522 CHF 99.90% 99.90%
11/07/2024 0.16% 6.23 CHF 6.24 CHF 105,000 105,000 47,438 47,438 304,340 CHF 304,816 CHF 100.00% 100.00%
10/07/2024 0.16% 6.45 CHF 6.46 CHF 105,000 105,000 47,365 47,365 305,956 CHF 306,430 CHF 99.99% 99.99%
09/07/2024 0.16% 6.45 CHF 6.46 CHF 105,000 105,000 47,371 47,371 306,643 CHF 307,118 CHF 100.00% 100.00%
08/07/2024 0.15% 6.43 CHF 6.44 CHF 105,000 105,000 47,350 47,350 309,549 CHF 310,024 CHF 100.00% 100.00%
05/07/2024 0.17% 6.47 CHF 6.48 CHF 105,000 105,000 48,477 48,477 300,750 CHF 301,236 CHF 100.00% 100.00%
04/07/2024 0.16% 6.13 CHF 6.14 CHF 44,000 44,000 35,497 35,497 216,564 CHF 216,919 CHF 100.00% 100.00%
03/07/2024 0.19% 6.07 CHF 6.08 CHF 110,000 110,000 49,274 49,274 300,351 CHF 300,849 CHF 96.93% 96.93%
02/07/2024 0.17% 6.00 CHF 6.01 CHF 110,000 110,000 49,495 49,495 295,644 CHF 296,140 CHF 99.98% 99.98%

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