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 0.31% 18.32 CHF 18.34 CHF 7,200 7,200 4,162 4,162 72,935 CHF 73,124 CHF 95.93% 95.93%
12/07/2024 0.30% 17.67 CHF 17.69 CHF 7,300 7,300 3,989 3,989 70,674 CHF 70,857 CHF 99.20% 99.20%
11/07/2024 0.31% 17.79 CHF 17.81 CHF 6,000 6,000 3,123 3,123 65,095 CHF 65,268 CHF 99.19% 99.19%
10/07/2024 0.29% 20.14 CHF 20.16 CHF 6,400 6,400 3,492 3,492 71,995 CHF 72,169 CHF 99.99% 99.99%
09/07/2024 0.30% 21.36 CHF 21.38 CHF 5,700 5,700 3,151 3,151 70,640 CHF 70,815 CHF 99.98% 99.98%
08/07/2024 0.31% 22.25 CHF 22.27 CHF 5,600 5,600 3,087 3,087 70,683 CHF 70,868 CHF 99.92% 99.92%
05/07/2024 0.31% 22.62 CHF 22.64 CHF 6,100 6,100 3,422 3,422 73,354 CHF 73,540 CHF 93.31% 93.31%
04/07/2024 0.34% 20.48 CHF 20.53 CHF 3,100 3,100 2,786 2,786 58,304 CHF 58,496 CHF 97.89% 97.89%
03/07/2024 0.32% 20.60 CHF 20.62 CHF 6,300 6,300 3,515 3,515 71,078 CHF 71,262 CHF 96.01% 96.01%
02/07/2024 0.31% 19.54 CHF 19.56 CHF 6,500 6,500 3,598 3,598 69,109 CHF 69,289 CHF 99.35% 99.35%

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