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 0.37% 13.70 CHF 13.75 CHF 60,000 60,000 59,439 59,434 807,706 CHF 810,621 CHF 100.00% 100.00%
12/07/2024 0.38% 13.50 CHF 13.55 CHF 60,000 60,000 59,567 59,567 792,877 CHF 795,857 CHF 99.77% 99.77%
11/07/2024 0.38% 13.25 CHF 13.30 CHF 60,000 60,000 59,471 59,471 785,546 CHF 788,523 CHF 98.87% 98.87%
10/07/2024 0.39% 12.90 CHF 12.95 CHF 60,000 60,000 59,540 59,540 765,454 CHF 768,434 CHF 99.82% 99.82%
09/07/2024 0.39% 12.80 CHF 12.85 CHF 60,000 60,000 59,474 59,474 767,396 CHF 770,372 CHF 99.95% 99.95%
08/07/2024 0.39% 13.05 CHF 13.10 CHF 60,000 60,000 59,597 59,597 771,800 CHF 774,782 CHF 99.72% 99.72%
05/07/2024 0.39% 12.90 CHF 12.95 CHF 60,000 60,000 59,525 59,524 767,638 CHF 770,597 CHF 99.85% 99.85%
04/07/2024 0.39% 12.95 CHF 13.00 CHF 60,000 60,000 59,571 59,571 773,491 CHF 776,472 CHF 99.76% 99.76%
03/07/2024 0.39% 12.90 CHF 12.95 CHF 60,000 60,000 59,521 59,521 775,056 CHF 778,035 CHF 99.78% 99.78%
02/07/2024 0.39% 12.85 CHF 12.90 CHF 60,000 60,000 59,439 59,436 759,079 CHF 762,024 CHF 99.92% 99.92%

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