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% 15.63 CHF 15.64 CHF 48,000 48,000 27,504 27,504 426,505 CHF 426,887 CHF 99.99% 99.99%
12/07/2024 0.10% 15.52 CHF 15.53 CHF 50,000 50,000 27,558 27,558 428,243 CHF 428,625 CHF 99.98% 99.98%
11/07/2024 0.10% 15.53 CHF 15.54 CHF 50,000 50,000 27,044 27,044 430,837 CHF 431,215 CHF 99.99% 99.99%
10/07/2024 0.10% 15.87 CHF 15.88 CHF 48,000 48,000 26,877 26,877 427,814 CHF 428,190 CHF 99.99% 99.99%
09/07/2024 0.10% 15.99 CHF 16.00 CHF 48,000 48,000 26,889 26,889 433,273 CHF 433,649 CHF 100.00% 100.00%
08/07/2024 0.10% 16.08 CHF 16.09 CHF 48,000 48,000 26,881 26,881 433,805 CHF 434,181 CHF 100.00% 100.00%
05/07/2024 0.10% 16.12 CHF 16.13 CHF 48,000 48,000 26,890 26,890 429,622 CHF 429,998 CHF 99.56% 99.56%
04/07/2024 0.10% 15.87 CHF 15.88 CHF 24,000 24,000 21,874 21,874 348,760 CHF 349,085 CHF 100.00% 100.00%
03/07/2024 0.10% 15.90 CHF 15.91 CHF 48,000 48,000 27,109 27,109 430,400 CHF 430,775 CHF 96.78% 96.78%
02/07/2024 0.10% 15.80 CHF 15.81 CHF 48,000 48,000 26,886 26,886 423,823 CHF 424,199 CHF 99.98% 99.98%

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