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 0.15% 19.01 CHF 19.02 CHF 43,000 43,000 19,513 19,513 370,884 CHF 371,298 CHF 99.83% 99.83%
12/07/2024 0.15% 19.08 CHF 19.09 CHF 43,000 43,000 19,563 19,563 372,477 CHF 372,892 CHF 100.00% 100.00%
11/07/2024 0.14% 19.17 CHF 19.18 CHF 43,000 43,000 19,174 19,174 378,470 CHF 378,879 CHF 99.90% 99.90%
10/07/2024 0.14% 19.70 CHF 19.71 CHF 42,000 42,000 19,122 19,122 381,285 CHF 381,693 CHF 99.27% 99.27%
09/07/2024 0.14% 20.02 CHF 20.03 CHF 42,000 42,000 19,105 19,105 381,648 CHF 382,056 CHF 100.00% 100.00%
08/07/2024 0.14% 19.94 CHF 19.95 CHF 42,000 42,000 19,102 19,102 381,453 CHF 381,860 CHF 100.00% 100.00%
05/07/2024 0.15% 19.98 CHF 19.99 CHF 42,000 42,000 19,056 19,056 378,337 CHF 378,744 CHF 99.81% 99.81%
04/07/2024 0.15% 19.80 CHF 19.82 CHF 17,000 17,000 13,814 13,814 273,124 CHF 273,517 CHF 98.30% 98.30%
03/07/2024 0.14% 19.68 CHF 19.69 CHF 42,000 42,000 19,175 19,175 383,562 CHF 383,975 CHF 95.73% 95.73%
02/07/2024 0.15% 19.76 CHF 19.77 CHF 42,000 42,000 19,052 19,052 373,876 CHF 374,282 CHF 99.99% 99.99%

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