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% 18.09 CHF 18.11 CHF 23,000 23,000 10,817 10,817 186,965 CHF 187,270 CHF 98.97% 98.97%
12/07/2024 0.15% 15.84 CHF 15.85 CHF 26,000 26,000 11,764 11,764 184,593 CHF 184,814 CHF 95.88% 95.88%
11/07/2024 0.16% 16.34 CHF 16.35 CHF 25,000 25,000 11,636 11,636 189,605 CHF 189,866 CHF 95.92% 95.92%
10/07/2024 0.18% 15.83 CHF 15.84 CHF 26,000 26,000 11,591 11,591 187,697 CHF 187,964 CHF 96.55% 96.55%
09/07/2024 0.19% 16.20 CHF 16.21 CHF 25,000 25,000 11,295 11,295 184,499 CHF 184,781 CHF 95.82% 95.82%
08/07/2024 0.18% 16.15 CHF 16.16 CHF 25,000 25,000 11,094 11,094 181,430 CHF 181,689 CHF 98.43% 98.43%
05/07/2024 0.15% 15.95 CHF 15.96 CHF 25,000 25,000 12,028 12,028 185,640 CHF 185,861 CHF 90.23% 90.23%
04/07/2024 0.16% 15.90 CHF 15.92 CHF 11,000 11,000 8,556 8,556 136,557 CHF 136,767 CHF 80.25% 80.25%
03/07/2024 0.20% 16.48 CHF 16.50 CHF 25,000 25,000 11,434 11,434 189,305 CHF 189,630 CHF 98.43% 98.43%
02/07/2024 0.20% 17.14 CHF 17.16 CHF 24,000 24,000 10,792 10,792 185,584 CHF 185,888 CHF 99.68% 99.68%

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