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% 19.67 CHF 19.68 CHF 43,000 43,000 19,540 19,540 384,237 CHF 384,652 CHF 99.97% 99.97%
12/07/2024 0.15% 19.74 CHF 19.75 CHF 43,000 43,000 19,564 19,564 385,378 CHF 385,793 CHF 100.00% 100.00%
11/07/2024 0.14% 19.83 CHF 19.84 CHF 43,000 43,000 19,170 19,170 390,992 CHF 391,400 CHF 99.88% 99.88%
10/07/2024 0.14% 20.36 CHF 20.37 CHF 42,000 42,000 19,122 19,122 393,900 CHF 394,308 CHF 99.27% 99.27%
09/07/2024 0.14% 20.68 CHF 20.69 CHF 42,000 42,000 19,103 19,103 394,202 CHF 394,610 CHF 100.00% 100.00%
08/07/2024 0.14% 20.60 CHF 20.61 CHF 42,000 42,000 19,104 19,104 394,055 CHF 394,463 CHF 99.95% 99.95%
05/07/2024 0.14% 20.64 CHF 20.65 CHF 42,000 42,000 19,053 19,053 390,820 CHF 391,228 CHF 99.80% 99.80%
04/07/2024 0.15% 20.46 CHF 20.48 CHF 17,000 17,000 13,814 13,814 282,238 CHF 282,630 CHF 98.30% 98.30%
03/07/2024 0.14% 20.34 CHF 20.35 CHF 42,000 42,000 18,911 18,911 390,830 CHF 391,238 CHF 99.09% 99.09%
02/07/2024 0.14% 20.42 CHF 20.43 CHF 42,000 42,000 18,913 18,913 383,750 CHF 384,157 CHF 99.05% 99.05%

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