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 0.06% 16.93 CHF 16.94 CHF 40,000 40,000 39,924 39,924 666,241 CHF 666,640 CHF 99.99% 99.99%
12/07/2024 0.06% 16.74 CHF 16.75 CHF 40,000 40,000 39,927 39,927 654,920 CHF 655,320 CHF 99.98% 99.98%
11/07/2024 0.06% 16.67 CHF 16.68 CHF 40,000 40,000 39,800 39,800 682,103 CHF 682,502 CHF 99.98% 99.98%
10/07/2024 0.06% 16.96 CHF 16.97 CHF 40,000 40,000 39,926 39,926 676,683 CHF 677,083 CHF 100.00% 100.00%
09/07/2024 0.06% 16.88 CHF 16.89 CHF 40,000 40,000 39,796 39,796 673,795 CHF 674,195 CHF 99.99% 99.99%
08/07/2024 0.06% 16.74 CHF 16.75 CHF 40,000 40,000 39,862 39,862 664,600 CHF 665,000 CHF 100.00% 100.00%
05/07/2024 0.06% 16.62 CHF 16.63 CHF 40,000 40,000 39,924 39,924 655,913 CHF 656,313 CHF 96.89% 96.89%
04/07/2024 0.06% 16.35 CHF 16.36 CHF 20,000 20,000 35,586 35,586 583,420 CHF 583,776 CHF 100.00% 100.00%
03/07/2024 0.06% 16.29 CHF 16.30 CHF 40,000 40,000 39,926 39,926 645,961 CHF 646,361 CHF 98.65% 98.65%
02/07/2024 0.06% 15.96 CHF 15.97 CHF 40,000 40,000 39,926 39,926 627,683 CHF 628,082 CHF 100.00% 100.00%

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