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% 6.04 CHF 6.05 CHF 110,000 110,000 49,760 49,760 296,158 CHF 296,657 CHF 99.99% 99.99%
12/07/2024 0.17% 6.04 CHF 6.05 CHF 110,000 110,000 48,905 48,905 295,804 CHF 296,294 CHF 99.90% 99.90%
11/07/2024 0.16% 6.33 CHF 6.34 CHF 105,000 105,000 47,433 47,433 308,985 CHF 309,460 CHF 99.99% 99.99%
10/07/2024 0.16% 6.55 CHF 6.56 CHF 105,000 105,000 47,364 47,364 310,632 CHF 311,106 CHF 99.99% 99.99%
09/07/2024 0.16% 6.55 CHF 6.56 CHF 105,000 105,000 47,371 47,371 311,309 CHF 311,783 CHF 100.00% 100.00%
08/07/2024 0.15% 6.53 CHF 6.54 CHF 105,000 105,000 47,351 47,351 314,223 CHF 314,697 CHF 100.00% 100.00%
05/07/2024 0.16% 6.57 CHF 6.58 CHF 105,000 105,000 48,477 48,477 305,531 CHF 306,016 CHF 100.00% 100.00%
04/07/2024 0.16% 6.23 CHF 6.24 CHF 44,000 44,000 35,497 35,497 220,057 CHF 220,412 CHF 100.00% 100.00%
03/07/2024 0.19% 6.17 CHF 6.18 CHF 110,000 110,000 49,274 49,274 305,227 CHF 305,725 CHF 96.93% 96.93%
02/07/2024 0.17% 6.10 CHF 6.11 CHF 110,000 110,000 49,493 49,493 300,538 CHF 301,034 CHF 99.98% 99.98%

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