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 0.07% 14.42 CHF 14.43 CHF 40,000 40,000 39,924 39,924 566,300 CHF 566,700 CHF 100.00% 100.00%
12/07/2024 0.07% 14.23 CHF 14.24 CHF 40,000 40,000 39,926 39,926 555,145 CHF 555,545 CHF 100.00% 100.00%
11/07/2024 0.07% 14.17 CHF 14.18 CHF 40,000 40,000 39,800 39,800 582,100 CHF 582,499 CHF 99.98% 99.98%
10/07/2024 0.07% 14.45 CHF 14.46 CHF 40,000 40,000 39,926 39,926 576,413 CHF 576,813 CHF 100.00% 100.00%
09/07/2024 0.07% 14.37 CHF 14.38 CHF 40,000 40,000 39,796 39,796 573,897 CHF 574,297 CHF 99.98% 99.98%
08/07/2024 0.07% 14.23 CHF 14.24 CHF 40,000 40,000 39,861 39,861 564,858 CHF 565,257 CHF 100.00% 100.00%
05/07/2024 0.07% 14.12 CHF 14.13 CHF 40,000 40,000 39,925 39,925 555,982 CHF 556,381 CHF 96.90% 96.90%
04/07/2024 0.07% 13.85 CHF 13.86 CHF 20,000 20,000 35,586 35,586 494,201 CHF 494,557 CHF 100.00% 100.00%
03/07/2024 0.07% 13.78 CHF 13.79 CHF 40,000 40,000 39,925 39,925 545,827 CHF 546,226 CHF 98.65% 98.65%
02/07/2024 0.08% 13.46 CHF 13.47 CHF 40,000 40,000 39,926 39,926 528,093 CHF 528,493 CHF 100.00% 100.00%

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