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% 17.72 CHF 17.74 CHF 23,000 23,000 10,767 10,767 182,252 CHF 182,556 CHF 99.98% 99.98%
12/07/2024 0.15% 15.50 CHF 15.51 CHF 26,000 26,000 12,053 12,053 185,149 CHF 185,371 CHF 99.34% 99.34%
11/07/2024 0.16% 15.99 CHF 16.00 CHF 25,000 25,000 11,597 11,597 184,972 CHF 185,231 CHF 99.00% 99.00%
10/07/2024 0.19% 15.50 CHF 15.51 CHF 26,000 26,000 11,652 11,652 184,748 CHF 185,013 CHF 99.99% 99.99%
09/07/2024 0.19% 15.86 CHF 15.87 CHF 25,000 25,000 11,586 11,586 185,205 CHF 185,485 CHF 99.99% 99.99%
08/07/2024 0.18% 15.81 CHF 15.82 CHF 25,000 25,000 11,312 11,312 181,030 CHF 181,290 CHF 100.00% 100.00%
05/07/2024 0.16% 15.61 CHF 15.62 CHF 25,000 25,000 12,067 12,067 182,158 CHF 182,379 CHF 97.36% 97.36%
04/07/2024 0.16% 15.56 CHF 15.58 CHF 11,000 11,000 8,638 8,638 134,912 CHF 135,122 CHF 96.17% 96.17%
03/07/2024 0.21% 16.14 CHF 16.16 CHF 25,000 25,000 11,386 11,386 184,563 CHF 184,888 CHF 99.88% 99.88%
02/07/2024 0.20% 16.78 CHF 16.80 CHF 24,000 24,000 10,830 10,830 182,379 CHF 182,683 CHF 99.98% 99.98%

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