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 0.18% 19.39 CHF 19.41 CHF 23,000 23,000 10,816 10,816 201,025 CHF 201,330 CHF 98.97% 98.97%
12/07/2024 0.14% 17.14 CHF 17.15 CHF 26,000 26,000 11,907 11,907 202,364 CHF 202,586 CHF 96.94% 96.94%
11/07/2024 0.15% 17.63 CHF 17.64 CHF 25,000 25,000 11,635 11,635 204,714 CHF 204,975 CHF 96.03% 96.03%
10/07/2024 0.17% 17.14 CHF 17.15 CHF 26,000 26,000 11,428 11,428 200,125 CHF 200,392 CHF 96.52% 96.52%
09/07/2024 0.17% 17.50 CHF 17.51 CHF 25,000 25,000 11,438 11,438 201,712 CHF 201,993 CHF 98.47% 98.47%
08/07/2024 0.17% 17.46 CHF 17.47 CHF 25,000 25,000 11,173 11,173 197,212 CHF 197,472 CHF 98.90% 98.90%
05/07/2024 0.14% 17.25 CHF 17.26 CHF 25,000 25,000 12,270 12,270 205,409 CHF 205,631 CHF 86.07% 86.07%
04/07/2024 0.15% 17.20 CHF 17.22 CHF 11,000 11,000 8,653 8,653 149,399 CHF 149,609 CHF 79.02% 79.02%
03/07/2024 0.19% 17.79 CHF 17.81 CHF 25,000 25,000 11,433 11,433 204,237 CHF 204,562 CHF 98.42% 98.42%
02/07/2024 0.18% 18.45 CHF 18.47 CHF 24,000 24,000 10,792 10,792 199,722 CHF 200,026 CHF 99.68% 99.68%

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