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 0.25% 15.99 CHF 16.03 CHF 7,700 7,700 7,719 7,719 124,265 CHF 124,574 CHF 99.99% 99.99%
12/07/2024 0.43% 11.27 CHF 11.32 CHF 6,500 6,500 6,502 6,502 75,601 CHF 75,926 CHF 99.98% 99.98%
11/07/2024 0.41% 11.95 CHF 12.00 CHF 6,300 6,300 6,301 6,301 75,810 CHF 76,125 CHF 99.78% 99.78%
10/07/2024 0.39% 12.42 CHF 12.47 CHF 6,200 6,200 6,248 6,248 79,292 CHF 79,604 CHF 99.99% 99.99%
09/07/2024 0.41% 12.66 CHF 12.71 CHF 6,600 6,600 6,474 6,474 79,338 CHF 79,662 CHF 99.73% 99.73%
08/07/2024 0.42% 12.12 CHF 12.17 CHF 6,600 6,600 6,601 6,601 78,942 CHF 79,272 CHF 99.98% 99.98%
05/07/2024 0.44% 12.04 CHF 12.09 CHF 6,900 6,900 6,771 6,771 76,524 CHF 76,862 CHF 99.80% 99.80%
04/07/2024 0.42% 11.63 CHF 11.68 CHF 6,500 6,500 6,500 6,500 76,472 CHF 76,797 CHF 100.00% 100.00%
03/07/2024 0.41% 11.95 CHF 12.00 CHF 6,300 6,300 6,360 6,360 77,161 CHF 77,479 CHF 100.00% 100.00%
02/07/2024 0.39% 12.38 CHF 12.43 CHF 6,300 6,300 6,325 6,325 81,032 CHF 81,348 CHF 99.98% 99.98%

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