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 0.31% 6.21 CHF 6.23 CHF 83,900 83,900 82,217 82,217 523,436 CHF 525,081 CHF 100.00% 100.00%
12/07/2024 0.30% 6.38 CHF 6.40 CHF 81,100 81,100 78,158 78,158 516,085 CHF 517,648 CHF 99.85% 99.85%
11/07/2024 0.29% 6.71 CHF 6.73 CHF 76,200 76,200 74,263 74,263 511,770 CHF 513,255 CHF 71.46% 71.46%
10/07/2024 0.27% 7.47 CHF 7.49 CHF 71,900 71,900 70,887 70,887 532,037 CHF 533,455 CHF 99.38% 99.38%
09/07/2024 0.27% 7.72 CHF 7.74 CHF 70,200 70,200 71,500 71,500 538,403 CHF 539,834 CHF 100.00% 100.00%
08/07/2024 0.27% 7.35 CHF 7.37 CHF 72,500 72,500 71,661 71,661 521,168 CHF 522,601 CHF 99.98% 99.98%
05/07/2024 0.27% 7.49 CHF 7.51 CHF 71,100 71,100 69,360 69,360 516,154 CHF 517,541 CHF 99.98% 99.98%
04/07/2024 0.26% 7.62 CHF 7.64 CHF 68,300 68,300 65,127 65,127 509,711 CHF 511,014 CHF 100.00% 100.00%
03/07/2024 0.24% 7.72 CHF 7.74 CHF 63,000 63,000 60,548 60,548 501,437 CHF 502,648 CHF 100.00% 100.00%
02/07/2024 0.22% 8.82 CHF 8.84 CHF 58,900 58,900 60,635 60,635 550,160 CHF 551,372 CHF 99.94% 99.94%

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