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 0.23% 6.62 CHF 6.63 CHF 50,000 50,000 21,479 21,479 142,637 CHF 142,921 CHF 99.38% 99.38%
12/07/2024 0.24% 6.61 CHF 6.62 CHF 50,000 50,000 21,780 21,780 139,831 CHF 140,118 CHF 100.00% 100.00%
11/07/2024 0.23% 6.47 CHF 6.48 CHF 51,000 51,000 21,437 21,437 143,915 CHF 144,199 CHF 100.00% 100.00%
10/07/2024 0.24% 6.74 CHF 6.75 CHF 50,000 50,000 21,367 21,367 141,208 CHF 141,492 CHF 100.00% 100.00%
09/07/2024 0.24% 6.54 CHF 6.55 CHF 50,000 50,000 21,643 21,643 141,775 CHF 142,061 CHF 99.95% 99.95%
08/07/2024 0.24% 6.49 CHF 6.50 CHF 51,000 51,000 21,857 21,857 141,263 CHF 141,551 CHF 99.86% 99.86%
05/07/2024 0.23% 6.41 CHF 6.42 CHF 51,000 51,000 21,469 21,469 143,699 CHF 143,983 CHF 99.65% 99.65%
04/07/2024 0.22% 6.96 CHF 6.97 CHF 15,000 15,000 13,924 13,924 96,480 CHF 96,689 CHF 98.99% 98.99%
03/07/2024 0.23% 6.75 CHF 6.76 CHF 49,000 49,000 21,424 21,424 141,661 CHF 141,945 CHF 100.00% 100.00%
02/07/2024 0.24% 6.46 CHF 6.47 CHF 51,000 51,000 21,779 21,779 139,207 CHF 139,493 CHF 98.78% 98.78%

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