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 0.32% 15.60 CHF 15.65 CHF 50,000 50,000 49,639 49,639 770,787 CHF 773,271 CHF 99.73% 99.73%
12/07/2024 0.33% 15.40 CHF 15.45 CHF 50,000 50,000 49,531 49,531 755,420 CHF 757,899 CHF 100.00% 100.00%
11/07/2024 0.33% 15.20 CHF 15.25 CHF 50,000 50,000 49,538 49,538 750,481 CHF 752,960 CHF 99.97% 99.97%
10/07/2024 0.34% 14.85 CHF 14.90 CHF 50,000 50,000 49,530 49,530 733,055 CHF 735,534 CHF 100.00% 100.00%
09/07/2024 0.34% 14.75 CHF 14.80 CHF 50,000 50,000 49,532 49,532 735,378 CHF 737,857 CHF 100.00% 100.00%
08/07/2024 0.34% 15.00 CHF 15.05 CHF 50,000 50,000 49,531 49,531 737,591 CHF 740,070 CHF 100.00% 100.00%
05/07/2024 0.34% 14.85 CHF 14.90 CHF 50,000 50,000 49,530 49,530 735,175 CHF 737,654 CHF 99.88% 99.88%
04/07/2024 0.34% 14.90 CHF 14.95 CHF 50,000 50,000 49,531 49,531 739,589 CHF 742,068 CHF 100.00% 100.00%
03/07/2024 0.34% 14.85 CHF 14.90 CHF 50,000 50,000 49,531 49,531 741,534 CHF 744,013 CHF 100.00% 100.00%
02/07/2024 0.34% 14.80 CHF 14.85 CHF 50,000 50,000 49,533 49,531 729,292 CHF 731,738 CHF 99.95% 99.95%

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