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 0.28% 18.15 CHF 18.20 CHF 5,700 5,700 5,647 5,647 103,337 CHF 103,620 CHF 100.00% 100.00%
12/07/2024 0.28% 18.20 CHF 18.25 CHF 5,700 5,700 5,652 5,652 102,547 CHF 102,830 CHF 100.00% 100.00%
11/07/2024 0.27% 18.35 CHF 18.40 CHF 5,700 5,700 5,647 5,647 103,697 CHF 103,980 CHF 100.00% 100.00%
10/07/2024 0.28% 18.30 CHF 18.35 CHF 5,700 5,700 5,647 5,647 102,454 CHF 102,737 CHF 100.00% 100.00%
09/07/2024 0.28% 17.90 CHF 17.95 CHF 5,700 5,700 5,664 5,664 101,854 CHF 102,137 CHF 99.91% 99.91%
08/07/2024 0.28% 17.85 CHF 17.90 CHF 5,800 5,800 5,661 5,661 101,706 CHF 101,990 CHF 100.00% 100.00%
05/07/2024 0.29% 17.40 CHF 17.45 CHF 5,800 5,800 5,749 5,749 100,756 CHF 101,044 CHF 100.00% 100.00%
04/07/2024 0.29% 17.55 CHF 17.60 CHF 5,800 5,800 5,761 5,761 100,774 CHF 101,063 CHF 100.00% 100.00%
03/07/2024 0.30% 17.10 CHF 17.15 CHF 5,900 5,900 5,852 5,852 99,779 CHF 100,072 CHF 99.87% 99.87%
02/07/2024 0.29% 17.50 CHF 17.55 CHF 5,800 5,800 5,781 5,781 100,367 CHF 100,656 CHF 100.00% 100.00%

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