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 0.79% 12.45 CHF 12.50 CHF 3,520 3,520 2,368 2,368 28,777 CHF 28,986 CHF 99.97% 99.97%
12/07/2024 0.90% 12.05 CHF 12.10 CHF 3,850 3,850 2,638 2,638 28,962 CHF 29,196 CHF 99.99% 99.99%
11/07/2024 0.78% 11.40 CHF 11.45 CHF 3,430 3,430 2,252 2,252 27,514 CHF 27,713 CHF 99.89% 99.89%
10/07/2024 0.78% 12.40 CHF 12.45 CHF 3,420 3,420 2,296 2,296 28,198 CHF 28,401 CHF 99.60% 99.60%
09/07/2024 0.75% 11.55 CHF 11.60 CHF 3,660 3,660 2,394 2,394 30,038 CHF 30,250 CHF 99.41% 99.41%
08/07/2024 0.82% 10.95 CHF 11.00 CHF 4,370 4,370 2,956 2,956 30,960 CHF 31,196 CHF 99.94% 99.94%
05/07/2024 0.59% 9.32 CHF 9.35 CHF 4,890 4,890 3,341 3,341 28,561 CHF 28,716 CHF 99.66% 99.66%
04/07/2024 0.95% 8.43 CHF 8.51 CHF 1,002 1,002 992 992 8,364 CHF 8,444 CHF 99.44% 99.44%
03/07/2024 0.56% 8.34 CHF 8.36 CHF 5,100 5,100 3,407 3,407 28,324 CHF 28,467 CHF 99.47% 99.47%
02/07/2024 0.58% 7.99 CHF 8.01 CHF 5,240 5,240 3,496 3,496 27,892 CHF 28,040 CHF 99.54% 99.54%

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