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% 19.00 CHF 19.02 CHF 23,000 23,000 10,816 10,816 196,802 CHF 197,107 CHF 98.96% 98.96%
12/07/2024 0.14% 16.75 CHF 16.76 CHF 26,000 26,000 11,758 11,758 195,212 CHF 195,434 CHF 96.05% 96.05%
11/07/2024 0.15% 17.24 CHF 17.25 CHF 25,000 25,000 11,672 11,672 200,814 CHF 201,075 CHF 96.23% 96.23%
10/07/2024 0.18% 16.75 CHF 16.76 CHF 26,000 26,000 11,487 11,487 196,666 CHF 196,934 CHF 95.06% 95.06%
09/07/2024 0.18% 17.11 CHF 17.12 CHF 25,000 25,000 11,431 11,431 197,126 CHF 197,407 CHF 98.41% 98.41%
08/07/2024 0.17% 17.07 CHF 17.08 CHF 25,000 25,000 10,901 10,901 188,360 CHF 188,620 CHF 97.08% 97.08%
05/07/2024 0.14% 16.86 CHF 16.87 CHF 25,000 25,000 12,314 12,314 201,345 CHF 201,568 CHF 86.02% 86.02%
04/07/2024 0.15% 16.81 CHF 16.83 CHF 11,000 11,000 8,642 8,642 145,841 CHF 146,051 CHF 79.75% 79.75%
03/07/2024 0.19% 17.40 CHF 17.42 CHF 25,000 25,000 11,433 11,433 199,774 CHF 200,099 CHF 98.42% 98.42%
02/07/2024 0.19% 18.05 CHF 18.07 CHF 24,000 24,000 10,795 10,795 195,530 CHF 195,835 CHF 99.70% 99.70%

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