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 0.09% 17.13 CHF 17.14 CHF 48,000 48,000 27,504 27,504 467,788 CHF 468,170 CHF 99.99% 99.99%
12/07/2024 0.09% 17.02 CHF 17.03 CHF 50,000 50,000 27,558 27,558 469,612 CHF 469,995 CHF 99.98% 99.98%
11/07/2024 0.09% 17.03 CHF 17.04 CHF 50,000 50,000 27,058 27,058 471,738 CHF 472,115 CHF 99.92% 99.92%
10/07/2024 0.09% 17.38 CHF 17.39 CHF 48,000 48,000 26,877 26,877 468,317 CHF 468,692 CHF 99.99% 99.99%
09/07/2024 0.09% 17.50 CHF 17.51 CHF 48,000 48,000 26,889 26,889 473,795 CHF 474,171 CHF 100.00% 100.00%
08/07/2024 0.09% 17.58 CHF 17.59 CHF 48,000 48,000 26,881 26,881 474,223 CHF 474,599 CHF 100.00% 100.00%
05/07/2024 0.09% 17.63 CHF 17.64 CHF 48,000 48,000 26,998 26,998 472,007 CHF 472,384 CHF 99.07% 99.07%
04/07/2024 0.09% 17.38 CHF 17.39 CHF 24,000 24,000 21,874 21,874 381,768 CHF 382,093 CHF 100.00% 100.00%
03/07/2024 0.09% 17.41 CHF 17.42 CHF 48,000 48,000 27,107 27,107 471,316 CHF 471,691 CHF 96.77% 96.77%
02/07/2024 0.09% 17.31 CHF 17.32 CHF 48,000 48,000 26,888 26,888 464,520 CHF 464,896 CHF 99.98% 99.98%

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