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 0.19% 18.70 CHF 18.72 CHF 23,000 23,000 10,768 10,768 192,789 CHF 193,093 CHF 99.98% 99.98%
12/07/2024 0.14% 16.48 CHF 16.49 CHF 26,000 26,000 12,053 12,053 196,919 CHF 197,141 CHF 99.34% 99.34%
11/07/2024 0.15% 16.96 CHF 16.97 CHF 25,000 25,000 11,599 11,599 196,317 CHF 196,576 CHF 98.85% 98.85%
10/07/2024 0.18% 16.48 CHF 16.49 CHF 26,000 26,000 11,652 11,652 196,157 CHF 196,423 CHF 99.99% 99.99%
09/07/2024 0.18% 16.84 CHF 16.85 CHF 25,000 25,000 11,586 11,586 196,543 CHF 196,823 CHF 99.99% 99.99%
08/07/2024 0.17% 16.79 CHF 16.80 CHF 25,000 25,000 11,326 11,326 192,292 CHF 192,552 CHF 100.00% 100.00%
05/07/2024 0.15% 16.59 CHF 16.60 CHF 25,000 25,000 12,068 12,068 193,975 CHF 194,196 CHF 97.36% 97.36%
04/07/2024 0.15% 16.54 CHF 16.56 CHF 11,000 11,000 8,638 8,638 143,375 CHF 143,585 CHF 96.17% 96.17%
03/07/2024 0.20% 17.12 CHF 17.14 CHF 25,000 25,000 11,386 11,386 195,742 CHF 196,066 CHF 99.88% 99.88%
02/07/2024 0.19% 17.76 CHF 17.78 CHF 24,000 24,000 10,829 10,829 193,010 CHF 193,315 CHF 99.97% 99.97%

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