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 0.16% 6.12 CHF 6.13 CHF 300,000 100,000 300,000 100,000 1,832,260 CHF 611,754 CHF 98.29% 98.29%
12/07/2024 0.17% 6.05 CHF 6.06 CHF 300,000 100,000 300,000 100,000 1,743,990 CHF 582,331 CHF 97.92% 97.92%
11/07/2024 0.16% 6.01 CHF 6.02 CHF 300,000 100,000 300,000 100,000 1,886,890 CHF 629,963 CHF 98.01% 98.01%
10/07/2024 0.16% 6.28 CHF 6.29 CHF 300,000 100,000 300,000 100,000 1,866,580 CHF 623,195 CHF 99.07% 99.07%
09/07/2024 0.16% 6.16 CHF 6.17 CHF 300,000 100,000 300,000 100,000 1,897,450 CHF 633,482 CHF 99.23% 99.23%
08/07/2024 0.16% 6.24 CHF 6.25 CHF 300,000 100,000 300,000 100,000 1,839,980 CHF 614,325 CHF 99.23% 99.23%
05/07/2024 0.18% 6.00 CHF 6.01 CHF 300,000 100,000 300,000 100,000 1,694,370 CHF 565,788 CHF 99.21% 99.21%
04/07/2024 0.18% 5.48 CHF 5.49 CHF 300,000 100,000 300,000 100,000 1,654,690 CHF 552,563 CHF 99.23% 99.23%
03/07/2024 0.19% 5.52 CHF 5.53 CHF 300,000 100,000 300,000 100,000 1,595,550 CHF 532,851 CHF 99.23% 99.23%
02/07/2024 0.20% 5.15 CHF 5.16 CHF 300,000 100,000 300,000 100,000 1,520,910 CHF 507,970 CHF 99.23% 99.23%

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