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 0.22% 8.63 CHF 8.64 CHF 46,000 46,000 21,595 21,595 177,782 CHF 178,110 CHF 98.65% 98.65%
12/07/2024 0.21% 7.50 CHF 7.51 CHF 52,000 52,000 23,330 23,330 173,438 CHF 173,741 CHF 99.34% 99.34%
11/07/2024 0.21% 7.75 CHF 7.76 CHF 50,000 50,000 22,667 22,667 175,345 CHF 175,652 CHF 98.88% 98.88%
10/07/2024 0.21% 7.50 CHF 7.51 CHF 52,000 52,000 22,806 22,806 175,166 CHF 175,486 CHF 99.41% 99.41%
09/07/2024 0.22% 7.68 CHF 7.69 CHF 50,000 50,000 22,673 22,673 175,705 CHF 176,041 CHF 99.82% 99.82%
08/07/2024 0.23% 7.66 CHF 7.67 CHF 50,000 50,000 22,207 22,207 172,283 CHF 172,619 CHF 100.00% 100.00%
05/07/2024 0.21% 7.56 CHF 7.57 CHF 50,000 50,000 23,449 23,449 171,160 CHF 171,465 CHF 98.50% 98.50%
04/07/2024 0.20% 7.53 CHF 7.54 CHF 21,000 21,000 16,502 16,502 124,785 CHF 125,019 CHF 96.28% 96.28%
03/07/2024 0.23% 7.83 CHF 7.84 CHF 50,000 50,000 22,405 22,405 176,217 CHF 176,558 CHF 99.49% 99.49%
02/07/2024 0.22% 8.15 CHF 8.16 CHF 48,000 48,000 21,621 21,621 176,937 CHF 177,266 CHF 99.82% 99.82%

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