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 0.34% 14.44 CHF 14.49 CHF 4,700 4,700 4,681 4,681 69,160 CHF 69,394 CHF 99.98% 99.98%
12/07/2024 0.31% 13.80 CHF 13.84 CHF 5,400 5,400 5,485 5,485 71,535 CHF 71,754 CHF 99.97% 99.97%
11/07/2024 0.36% 11.95 CHF 11.99 CHF 6,500 6,500 6,473 6,473 71,400 CHF 71,659 CHF 99.76% 99.76%
10/07/2024 0.30% 10.48 CHF 10.51 CHF 7,500 7,500 7,597 7,597 75,069 CHF 75,297 CHF 100.00% 100.00%
09/07/2024 0.31% 9.09 CHF 9.12 CHF 7,100 7,100 7,040 7,040 67,727 CHF 67,938 CHF 99.74% 99.74%
08/07/2024 0.38% 10.01 CHF 10.05 CHF 6,500 6,500 6,479 6,479 68,534 CHF 68,793 CHF 99.98% 99.98%
05/07/2024 0.32% 10.45 CHF 10.48 CHF 6,700 6,700 6,672 6,672 72,267 CHF 72,501 CHF 99.78% 99.78%
04/07/2024 0.31% 10.01 CHF 10.04 CHF 7,000 7,000 7,259 7,259 69,754 CHF 69,972 CHF 100.00% 100.00%
03/07/2024 0.31% 9.70 CHF 9.73 CHF 7,700 7,700 7,563 7,563 72,963 CHF 73,190 CHF 100.00% 100.00%
02/07/2024 0.36% 8.64 CHF 8.67 CHF 6,900 6,900 6,878 6,878 57,757 CHF 57,964 CHF 99.39% 99.39%

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