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 0.07% 14.58 CHF 14.59 CHF 134,500 134,500 133,719 133,719 1,961,830 CHF 1,963,170 CHF 100.00% 100.00%
12/07/2024 0.07% 14.68 CHF 14.69 CHF 133,200 133,200 131,819 131,819 1,952,970 CHF 1,954,290 CHF 99.85% 99.85%
11/07/2024 0.07% 14.85 CHF 14.86 CHF 130,900 130,900 129,976 129,976 1,946,360 CHF 1,947,660 CHF 71.48% 71.48%
10/07/2024 0.07% 15.32 CHF 15.33 CHF 128,800 128,800 128,323 128,323 1,965,420 CHF 1,966,700 CHF 99.38% 99.38%
09/07/2024 0.07% 15.42 CHF 15.43 CHF 128,000 128,000 128,518 128,518 1,969,520 CHF 1,970,810 CHF 100.00% 100.00%
08/07/2024 0.07% 15.22 CHF 15.23 CHF 129,200 129,200 128,721 128,721 1,951,930 CHF 1,953,220 CHF 99.98% 99.98%
05/07/2024 0.07% 15.30 CHF 15.31 CHF 128,500 128,500 127,600 127,600 1,950,070 CHF 1,951,340 CHF 99.99% 99.99%
04/07/2024 0.06% 15.39 CHF 15.40 CHF 127,000 127,000 125,324 125,324 1,942,340 CHF 1,943,590 CHF 100.00% 100.00%
03/07/2024 0.06% 15.45 CHF 15.46 CHF 124,200 124,200 122,825 122,825 1,932,960 CHF 1,934,190 CHF 100.00% 100.00%
02/07/2024 0.06% 15.99 CHF 16.00 CHF 121,900 121,900 122,917 122,917 1,980,080 CHF 1,981,310 CHF 99.94% 99.94%

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