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 0.80% 13.30 CHF 13.35 CHF 1,720 1,720 1,155 1,155 14,714 CHF 14,822 CHF 99.93% 99.93%
12/07/2024 0.96% 12.50 CHF 12.55 CHF 2,080 2,080 1,424 1,424 14,939 CHF 15,065 CHF 100.00% 100.00%
11/07/2024 0.98% 11.65 CHF 11.70 CHF 1,500 1,500 985 985 13,255 CHF 13,375 CHF 99.82% 99.82%
10/07/2024 0.99% 13.85 CHF 13.90 CHF 1,540 1,540 1,035 1,035 14,059 CHF 14,186 CHF 99.52% 99.52%
09/07/2024 0.70% 12.00 CHF 12.05 CHF 1,760 1,760 1,151 1,151 16,290 CHF 16,397 CHF 99.46% 99.46%
08/07/2024 0.89% 10.95 CHF 11.00 CHF 2,510 2,510 1,700 1,700 17,339 CHF 17,478 CHF 99.94% 99.94%
05/07/2024 0.96% 8.16 CHF 8.19 CHF 3,060 3,060 2,094 2,094 14,495 CHF 14,620 CHF 99.60% 99.60%
04/07/2024 1.49% 6.73 CHF 6.83 CHF 628 628 622 622 4,187 CHF 4,249 CHF 99.44% 99.44%
03/07/2024 0.90% 6.57 CHF 6.60 CHF 3,260 3,260 2,178 2,178 14,205 CHF 14,322 CHF 99.47% 99.47%
02/07/2024 0.97% 6.01 CHF 6.04 CHF 3,440 3,440 2,296 2,296 13,771 CHF 13,893 CHF 99.38% 99.38%

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