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 1.11% 15.09 CHF 15.11 CHF 5,600 5,600 2,466 2,466 35,437 CHF 35,690 CHF 99.97% 99.97%
12/07/2024 1.14% 13.88 CHF 13.90 CHF 5,900 5,900 2,680 2,680 35,601 CHF 35,869 CHF 100.00% 100.00%
11/07/2024 1.15% 13.23 CHF 13.25 CHF 6,200 6,200 2,784 2,784 35,350 CHF 35,621 CHF 98.92% 98.92%
10/07/2024 1.12% 11.87 CHF 11.89 CHF 6,400 6,400 2,868 2,868 34,459 CHF 34,725 CHF 99.99% 99.99%
09/07/2024 1.13% 12.28 CHF 12.30 CHF 6,200 6,200 2,806 2,806 34,910 CHF 35,185 CHF 99.73% 99.73%
08/07/2024 1.14% 12.68 CHF 12.70 CHF 6,200 6,200 2,814 2,814 35,569 CHF 35,844 CHF 99.28% 99.28%
05/07/2024 1.14% 12.70 CHF 12.72 CHF 6,000 6,000 2,693 2,693 34,534 CHF 34,803 CHF 99.95% 99.95%
04/07/2024 1.30% 13.16 CHF 13.29 CHF 2,400 2,400 1,917 1,917 25,195 CHF 25,508 CHF 99.50% 99.50%
03/07/2024 1.14% 12.88 CHF 12.90 CHF 6,200 6,200 2,800 2,800 35,535 CHF 35,810 CHF 99.78% 99.78%
02/07/2024 1.12% 12.63 CHF 12.65 CHF 6,100 6,100 2,829 2,829 35,687 CHF 35,959 CHF 96.02% 96.02%

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