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 0.20% 17.91 CHF 17.93 CHF 23,000 23,000 10,767 10,767 184,309 CHF 184,613 CHF 99.98% 99.98%
12/07/2024 0.15% 15.69 CHF 15.70 CHF 26,000 26,000 12,053 12,053 187,447 CHF 187,670 CHF 99.34% 99.34%
11/07/2024 0.16% 16.18 CHF 16.19 CHF 25,000 25,000 11,597 11,597 187,177 CHF 187,436 CHF 98.99% 98.99%
10/07/2024 0.18% 15.69 CHF 15.70 CHF 26,000 26,000 11,652 11,652 186,971 CHF 187,236 CHF 99.99% 99.99%
09/07/2024 0.19% 16.05 CHF 16.06 CHF 25,000 25,000 11,585 11,585 187,418 CHF 187,698 CHF 99.99% 99.99%
08/07/2024 0.18% 16.00 CHF 16.01 CHF 25,000 25,000 11,316 11,316 183,248 CHF 183,507 CHF 99.69% 99.69%
05/07/2024 0.15% 15.80 CHF 15.81 CHF 25,000 25,000 12,065 12,065 184,444 CHF 184,666 CHF 97.35% 97.35%
04/07/2024 0.16% 15.75 CHF 15.77 CHF 11,000 11,000 8,641 8,641 136,600 CHF 136,810 CHF 96.03% 96.03%
03/07/2024 0.21% 16.33 CHF 16.35 CHF 25,000 25,000 11,387 11,387 186,762 CHF 187,086 CHF 99.88% 99.88%
02/07/2024 0.20% 16.97 CHF 16.99 CHF 24,000 24,000 10,831 10,831 184,484 CHF 184,789 CHF 99.99% 99.99%

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