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 0.16% 17.77 CHF 17.79 CHF 30,000 30,000 16,538 16,538 288,661 CHF 289,092 CHF 99.98% 99.98%
12/07/2024 0.16% 17.45 CHF 17.47 CHF 30,000 30,000 16,542 16,542 288,596 CHF 289,027 CHF 99.99% 99.99%
11/07/2024 0.15% 17.62 CHF 17.64 CHF 30,000 30,000 16,454 16,454 299,206 CHF 299,636 CHF 99.97% 99.97%
10/07/2024 0.15% 18.26 CHF 18.28 CHF 29,000 29,000 16,315 16,315 297,439 CHF 297,866 CHF 99.99% 99.99%
09/07/2024 0.16% 18.24 CHF 18.26 CHF 29,000 29,000 16,321 16,321 297,112 CHF 297,539 CHF 100.00% 100.00%
08/07/2024 0.16% 18.12 CHF 18.14 CHF 29,000 29,000 16,459 16,459 298,063 CHF 298,493 CHF 99.88% 99.88%
05/07/2024 0.16% 18.25 CHF 18.27 CHF 29,000 29,000 16,404 16,404 292,306 CHF 292,734 CHF 98.64% 98.64%
04/07/2024 0.17% 17.61 CHF 17.64 CHF 15,000 15,000 13,415 13,415 235,785 CHF 236,187 CHF 99.33% 99.33%
03/07/2024 0.16% 17.50 CHF 17.52 CHF 30,000 30,000 16,519 16,519 288,289 CHF 288,720 CHF 99.89% 99.89%
02/07/2024 0.16% 17.21 CHF 17.23 CHF 30,000 30,000 16,551 16,551 282,016 CHF 282,414 CHF 99.64% 99.64%

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