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 0.27% 18.70 CHF 18.75 CHF 50,000 50,000 49,639 49,639 917,156 CHF 919,640 CHF 99.75% 99.75%
12/07/2024 0.28% 18.45 CHF 18.50 CHF 50,000 50,000 49,639 49,639 900,920 CHF 903,404 CHF 99.76% 99.76%
11/07/2024 0.27% 18.25 CHF 18.30 CHF 50,000 50,000 49,557 49,557 915,113 CHF 917,593 CHF 99.94% 99.94%
10/07/2024 0.28% 18.20 CHF 18.25 CHF 50,000 50,000 49,624 49,624 899,691 CHF 902,174 CHF 99.81% 99.81%
09/07/2024 0.28% 18.10 CHF 18.15 CHF 50,000 50,000 49,569 49,568 896,993 CHF 899,452 CHF 99.88% 99.88%
08/07/2024 0.28% 18.00 CHF 18.05 CHF 50,000 50,000 49,671 49,671 890,531 CHF 893,016 CHF 99.70% 99.70%
05/07/2024 0.28% 17.80 CHF 17.85 CHF 50,000 50,000 49,609 49,608 879,206 CHF 881,667 CHF 99.36% 99.36%
04/07/2024 0.28% 17.70 CHF 17.75 CHF 50,000 50,000 49,650 49,650 880,987 CHF 883,472 CHF 99.75% 99.75%
03/07/2024 0.29% 17.65 CHF 17.70 CHF 50,000 50,000 49,607 49,607 872,330 CHF 874,812 CHF 99.85% 99.85%
02/07/2024 0.29% 17.30 CHF 17.35 CHF 50,000 50,000 49,531 49,528 848,678 CHF 851,104 CHF 99.63% 99.63%

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