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 0.12% 17.15 CHF 17.17 CHF 101,000 101,000 101,000 101,000 1,674,700 CHF 1,676,720 CHF 99.98% 99.98%
12/07/2024 0.13% 16.50 CHF 16.52 CHF 104,800 104,800 104,800 104,800 1,640,230 CHF 1,642,320 CHF 99.95% 99.95%
11/07/2024 0.12% 15.93 CHF 15.95 CHF 98,200 98,200 98,200 98,200 1,619,160 CHF 1,621,120 CHF 99.81% 99.81%
10/07/2024 0.13% 15.71 CHF 15.73 CHF 105,100 105,100 105,100 105,100 1,642,750 CHF 1,644,850 CHF 100.00% 100.00%
09/07/2024 0.13% 15.50 CHF 15.52 CHF 105,500 105,500 105,500 105,500 1,640,020 CHF 1,642,130 CHF 100.00% 100.00%
08/07/2024 0.13% 15.30 CHF 15.32 CHF 106,000 106,000 106,000 106,000 1,609,440 CHF 1,611,560 CHF 98.72% 98.72%
05/07/2024 0.14% 14.90 CHF 14.92 CHF 109,700 109,700 109,700 109,700 1,604,090 CHF 1,606,280 CHF 99.90% 99.90%
04/07/2024 0.14% 14.58 CHF 14.60 CHF 54,900 54,900 97,723 97,723 1,434,730 CHF 1,436,680 CHF 100.00% 100.00%
03/07/2024 0.07% 14.40 CHF 14.41 CHF 113,500 113,500 113,500 113,500 1,611,100 CHF 1,612,240 CHF 100.00% 100.00%
02/07/2024 0.08% 13.58 CHF 13.59 CHF 118,300 118,300 118,300 118,300 1,556,760 CHF 1,557,950 CHF 99.70% 99.70%

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