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 0.30% 16.65 CHF 16.70 CHF 50,000 50,000 49,639 49,639 821,427 CHF 823,911 CHF 99.72% 99.72%
12/07/2024 0.31% 16.45 CHF 16.50 CHF 50,000 50,000 49,640 49,640 807,572 CHF 810,056 CHF 99.77% 99.77%
11/07/2024 0.31% 16.25 CHF 16.30 CHF 50,000 50,000 49,557 49,557 801,416 CHF 803,896 CHF 99.95% 99.95%
10/07/2024 0.32% 15.90 CHF 15.95 CHF 50,000 50,000 49,623 49,623 785,462 CHF 787,945 CHF 99.81% 99.81%
09/07/2024 0.32% 15.80 CHF 15.85 CHF 50,000 50,000 49,567 49,566 786,459 CHF 788,920 CHF 99.93% 99.93%
08/07/2024 0.32% 16.00 CHF 16.05 CHF 50,000 50,000 49,670 49,670 790,490 CHF 792,975 CHF 99.70% 99.70%
05/07/2024 0.32% 15.85 CHF 15.90 CHF 50,000 50,000 49,608 49,607 786,976 CHF 789,435 CHF 99.50% 99.50%
04/07/2024 0.32% 15.90 CHF 15.95 CHF 50,000 50,000 49,648 49,648 791,828 CHF 794,312 CHF 99.75% 99.75%
03/07/2024 0.31% 15.90 CHF 15.95 CHF 50,000 50,000 49,606 49,606 794,158 CHF 796,641 CHF 99.85% 99.85%
02/07/2024 0.32% 15.80 CHF 15.85 CHF 50,000 50,000 49,906 49,906 786,470 CHF 788,966 CHF 99.17% 99.17%

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