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 0.10% 16.07 CHF 16.08 CHF 48,000 48,000 27,506 27,506 438,712 CHF 439,093 CHF 100.00% 100.00%
12/07/2024 0.10% 15.96 CHF 15.97 CHF 50,000 50,000 27,462 27,462 438,921 CHF 439,302 CHF 99.85% 99.85%
11/07/2024 0.09% 15.97 CHF 15.98 CHF 50,000 50,000 27,083 27,083 443,437 CHF 443,815 CHF 99.77% 99.77%
10/07/2024 0.09% 16.31 CHF 16.32 CHF 48,000 48,000 26,874 26,874 439,659 CHF 440,034 CHF 99.98% 99.98%
09/07/2024 0.09% 16.43 CHF 16.44 CHF 48,000 48,000 26,888 26,888 445,152 CHF 445,528 CHF 100.00% 100.00%
08/07/2024 0.09% 16.52 CHF 16.53 CHF 48,000 48,000 26,882 26,882 445,667 CHF 446,043 CHF 99.98% 99.98%
05/07/2024 0.09% 16.57 CHF 16.58 CHF 48,000 48,000 26,878 26,878 441,297 CHF 441,673 CHF 99.99% 99.99%
04/07/2024 0.09% 16.32 CHF 16.33 CHF 24,000 24,000 21,874 21,874 358,466 CHF 358,791 CHF 100.00% 100.00%
03/07/2024 0.09% 16.34 CHF 16.35 CHF 48,000 48,000 27,109 27,109 442,444 CHF 442,819 CHF 96.78% 96.78%
02/07/2024 0.10% 16.25 CHF 16.26 CHF 48,000 48,000 26,884 26,884 435,763 CHF 436,139 CHF 99.97% 99.97%

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