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 0.07% 15.90 CHF 15.91 CHF 46,900 46,900 48,494 48,494 725,390 CHF 725,875 CHF 99.99% 99.99%
12/07/2024 0.07% 14.88 CHF 14.89 CHF 48,700 48,700 48,348 48,348 700,837 CHF 701,320 CHF 99.92% 99.92%
11/07/2024 0.07% 15.23 CHF 15.24 CHF 48,300 48,300 51,389 51,389 717,094 CHF 717,608 CHF 99.83% 99.83%
10/07/2024 0.08% 13.38 CHF 13.39 CHF 51,800 51,800 53,914 53,914 718,648 CHF 719,187 CHF 100.00% 100.00%
09/07/2024 0.08% 12.31 CHF 12.32 CHF 54,200 54,200 52,809 52,809 670,553 CHF 671,082 CHF 99.98% 99.98%
08/07/2024 0.08% 13.22 CHF 13.23 CHF 52,700 52,700 52,246 52,246 693,620 CHF 694,143 CHF 100.00% 100.00%
05/07/2024 0.08% 13.75 CHF 13.76 CHF 52,200 52,200 54,962 54,962 722,480 CHF 723,029 CHF 99.72% 99.72%
04/07/2024 0.08% 12.76 CHF 12.77 CHF 55,300 55,300 54,771 54,771 695,950 CHF 696,497 CHF 100.00% 100.00%
03/07/2024 0.08% 12.93 CHF 12.94 CHF 54,700 54,700 58,948 58,948 730,731 CHF 731,321 CHF 99.92% 99.92%
02/07/2024 0.09% 11.64 CHF 11.65 CHF 59,500 59,500 59,855 59,855 690,374 CHF 690,972 CHF 99.98% 99.98%

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