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% 6.32 CHF 6.33 CHF 300,000 100,000 300,000 100,000 1,892,040 CHF 631,679 CHF 98.28% 98.28%
12/07/2024 0.17% 6.25 CHF 6.26 CHF 300,000 100,000 300,000 100,000 1,803,830 CHF 602,278 CHF 97.91% 97.91%
11/07/2024 0.15% 6.21 CHF 6.22 CHF 300,000 100,000 300,000 100,000 1,946,740 CHF 649,913 CHF 98.00% 98.00%
10/07/2024 0.16% 6.48 CHF 6.49 CHF 300,000 100,000 300,000 100,000 1,926,530 CHF 643,177 CHF 99.07% 99.07%
09/07/2024 0.15% 6.36 CHF 6.37 CHF 300,000 100,000 300,000 100,000 1,957,350 CHF 653,449 CHF 99.22% 99.22%
08/07/2024 0.16% 6.44 CHF 6.45 CHF 300,000 100,000 300,000 100,000 1,899,730 CHF 634,244 CHF 99.23% 99.23%
05/07/2024 0.17% 6.20 CHF 6.21 CHF 300,000 100,000 300,000 100,000 1,754,270 CHF 585,756 CHF 99.22% 99.22%
04/07/2024 0.17% 5.68 CHF 5.69 CHF 300,000 100,000 300,000 100,000 1,714,720 CHF 572,573 CHF 99.23% 99.23%
03/07/2024 0.18% 5.72 CHF 5.73 CHF 300,000 100,000 300,000 100,000 1,655,680 CHF 552,892 CHF 99.24% 99.24%
02/07/2024 0.19% 5.35 CHF 5.36 CHF 300,000 100,000 300,000 100,000 1,581,130 CHF 528,045 CHF 99.21% 99.21%

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