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 0.62% 14.84 CHF 14.93 CHF 14,900 14,900 14,900 14,900 217,233 CHF 218,574 CHF 99.09% 99.09%
12/07/2024 0.54% 15.27 CHF 15.35 CHF 15,500 15,500 15,500 15,500 230,844 CHF 232,084 CHF 100.00% 100.00%
11/07/2024 0.54% 14.53 CHF 14.61 CHF 15,600 15,600 15,600 15,600 228,852 CHF 230,100 CHF 99.99% 99.99%
10/07/2024 0.58% 14.23 CHF 14.31 CHF 16,800 16,800 16,800 16,800 232,342 CHF 233,686 CHF 100.00% 100.00%
09/07/2024 0.60% 12.83 CHF 12.91 CHF 15,500 15,500 15,500 15,500 207,095 CHF 208,335 CHF 100.00% 100.00%
08/07/2024 0.52% 14.62 CHF 14.70 CHF 15,300 15,300 15,300 15,300 234,704 CHF 235,928 CHF 100.00% 100.00%
05/07/2024 0.61% 14.40 CHF 14.49 CHF 14,700 14,700 14,700 14,700 217,979 CHF 219,302 CHF 100.00% 100.00%
04/07/2024 0.52% 15.52 CHF 15.60 CHF 16,000 16,000 16,000 16,000 245,446 CHF 246,726 CHF 100.00% 100.00%
03/07/2024 0.50% 14.08 CHF 14.15 CHF 17,800 17,800 17,800 17,800 248,619 CHF 249,865 CHF 100.00% 100.00%
02/07/2024 0.65% 12.34 CHF 12.42 CHF 16,300 16,300 16,300 16,300 199,601 CHF 200,905 CHF 99.96% 99.96%

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