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% 15.57 CHF 15.58 CHF 48,000 48,000 27,577 27,577 425,913 CHF 426,295 CHF 99.03% 99.03%
12/07/2024 0.10% 15.46 CHF 15.47 CHF 50,000 50,000 27,558 27,558 426,544 CHF 426,926 CHF 99.98% 99.98%
11/07/2024 0.10% 15.47 CHF 15.48 CHF 50,000 50,000 27,045 27,045 429,223 CHF 429,600 CHF 99.99% 99.99%
10/07/2024 0.10% 15.81 CHF 15.82 CHF 48,000 48,000 26,877 26,877 426,170 CHF 426,546 CHF 99.99% 99.99%
09/07/2024 0.10% 15.93 CHF 15.94 CHF 48,000 48,000 26,888 26,888 431,665 CHF 432,041 CHF 100.00% 100.00%
08/07/2024 0.10% 16.02 CHF 16.03 CHF 48,000 48,000 26,878 26,878 432,172 CHF 432,547 CHF 99.99% 99.99%
05/07/2024 0.10% 16.06 CHF 16.07 CHF 48,000 48,000 26,932 26,932 428,697 CHF 429,074 CHF 98.69% 98.69%
04/07/2024 0.10% 15.81 CHF 15.82 CHF 24,000 24,000 21,874 21,874 347,435 CHF 347,760 CHF 100.00% 100.00%
03/07/2024 0.10% 15.84 CHF 15.85 CHF 48,000 48,000 27,107 27,107 428,697 CHF 429,072 CHF 96.77% 96.77%
02/07/2024 0.10% 15.74 CHF 15.75 CHF 48,000 48,000 26,890 26,890 422,206 CHF 422,582 CHF 99.99% 99.99%

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