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 0.45% 63.26 CHF 63.54 CHF 6,000 6,000 5,984 5,984 378,529 CHF 380,247 CHF 100.00% 100.00%
12/07/2024 0.45% 63.26 CHF 63.54 CHF 6,000 6,000 6,025 6,025 381,021 CHF 382,751 CHF 100.00% 100.00%
11/07/2024 0.45% 63.26 CHF 63.54 CHF 6,100 6,100 6,100 6,100 384,955 CHF 386,706 CHF 100.00% 100.00%
10/07/2024 0.45% 63.06 CHF 63.34 CHF 6,200 6,200 6,200 6,200 390,953 CHF 392,733 CHF 100.00% 100.00%
09/07/2024 0.45% 63.06 CHF 63.34 CHF 6,200 6,200 6,112 6,112 385,434 CHF 387,189 CHF 100.00% 100.00%
08/07/2024 0.45% 63.06 CHF 63.34 CHF 6,100 6,100 6,112 6,112 385,699 CHF 387,454 CHF 100.00% 100.00%
05/07/2024 0.45% 63.06 CHF 63.34 CHF 6,200 6,200 6,194 6,194 390,604 CHF 392,382 CHF 100.00% 100.00%
04/07/2024 0.45% 63.06 CHF 63.34 CHF 6,200 6,200 6,200 6,200 390,929 CHF 392,708 CHF 99.46% 99.46%
03/07/2024 0.45% 63.06 CHF 63.34 CHF 6,300 6,300 6,305 6,305 397,572 CHF 399,382 CHF 100.00% 100.00%
02/07/2024 0.46% 62.86 CHF 63.14 CHF 6,400 6,400 6,400 6,400 402,301 CHF 404,138 CHF 100.00% 100.00%

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