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 0.17% 16.17 CHF 16.19 CHF 25,800 25,800 11,739 11,739 189,114 CHF 189,409 CHF 97.75% 97.75%
12/07/2024 0.19% 16.51 CHF 16.53 CHF 26,900 26,900 12,116 12,116 187,523 CHF 187,828 CHF 99.98% 99.98%
11/07/2024 0.17% 16.49 CHF 16.51 CHF 22,100 22,100 9,525 9,525 177,533 CHF 177,805 CHF 99.44% 99.44%
10/07/2024 0.18% 18.71 CHF 18.73 CHF 22,000 22,000 10,385 10,385 191,052 CHF 191,352 CHF 100.00% 100.00%
09/07/2024 0.17% 17.57 CHF 17.59 CHF 25,600 25,600 11,557 11,557 198,084 CHF 198,375 CHF 99.49% 99.49%
08/07/2024 0.19% 15.69 CHF 15.71 CHF 26,900 26,900 12,123 12,123 185,546 CHF 185,851 CHF 99.99% 99.99%
05/07/2024 0.18% 15.19 CHF 15.21 CHF 25,300 25,300 11,378 11,378 177,464 CHF 177,751 CHF 99.28% 99.28%
04/07/2024 0.19% 15.62 CHF 15.65 CHF 7,600 7,600 7,587 7,587 117,761 CHF 117,988 CHF 98.11% 98.11%
03/07/2024 0.20% 14.65 CHF 14.67 CHF 28,600 28,600 13,813 13,813 183,840 CHF 184,172 CHF 99.03% 99.03%
02/07/2024 0.21% 13.20 CHF 13.22 CHF 29,600 29,600 13,073 13,073 176,181 CHF 176,509 CHF 99.94% 99.94%

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