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% 6.18 CHF 6.19 CHF 110,000 110,000 49,766 49,766 303,025 CHF 303,523 CHF 100.00% 100.00%
12/07/2024 0.16% 6.17 CHF 6.18 CHF 110,000 110,000 49,149 49,149 304,003 CHF 304,496 CHF 99.87% 99.87%
11/07/2024 0.15% 6.47 CHF 6.48 CHF 105,000 105,000 47,417 47,417 315,511 CHF 315,986 CHF 99.96% 99.96%
10/07/2024 0.15% 6.69 CHF 6.70 CHF 105,000 105,000 47,365 47,365 317,286 CHF 317,761 CHF 99.99% 99.99%
09/07/2024 0.15% 6.69 CHF 6.70 CHF 105,000 105,000 47,371 47,371 317,960 CHF 318,435 CHF 100.00% 100.00%
08/07/2024 0.15% 6.67 CHF 6.68 CHF 105,000 105,000 47,347 47,347 320,840 CHF 321,315 CHF 99.99% 99.99%
05/07/2024 0.16% 6.71 CHF 6.72 CHF 105,000 105,000 48,478 48,478 312,296 CHF 312,782 CHF 100.00% 100.00%
04/07/2024 0.16% 6.37 CHF 6.38 CHF 44,000 44,000 35,497 35,497 224,975 CHF 225,330 CHF 100.00% 100.00%
03/07/2024 0.18% 6.31 CHF 6.32 CHF 110,000 110,000 49,250 49,250 311,939 CHF 312,436 CHF 96.86% 96.86%
02/07/2024 0.16% 6.24 CHF 6.25 CHF 110,000 110,000 49,499 49,499 307,446 CHF 307,942 CHF 99.99% 99.99%

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