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 0.26% 19.55 CHF 19.60 CHF 40,000 40,000 39,626 39,623 765,068 CHF 766,997 CHF 100.00% 100.00%
12/07/2024 0.27% 19.30 CHF 19.35 CHF 40,000 40,000 39,625 39,625 751,691 CHF 753,675 CHF 100.00% 100.00%
11/07/2024 0.26% 19.05 CHF 19.10 CHF 40,000 40,000 46,367 46,367 894,412 CHF 896,733 CHF 98.27% 98.27%
10/07/2024 0.27% 19.00 CHF 19.05 CHF 50,000 50,000 49,622 49,622 940,842 CHF 943,325 CHF 99.81% 99.81%
09/07/2024 0.27% 18.90 CHF 18.95 CHF 50,000 50,000 49,566 49,566 938,142 CHF 940,613 CHF 99.91% 99.91%
08/07/2024 0.27% 18.85 CHF 18.90 CHF 50,000 50,000 49,668 49,668 931,077 CHF 933,562 CHF 99.70% 99.70%
05/07/2024 0.27% 18.65 CHF 18.70 CHF 50,000 50,000 49,608 49,606 920,498 CHF 922,954 CHF 99.57% 99.57%
04/07/2024 0.27% 18.55 CHF 18.60 CHF 50,000 50,000 49,647 49,647 922,487 CHF 924,972 CHF 99.76% 99.76%
03/07/2024 0.27% 18.45 CHF 18.50 CHF 50,000 50,000 49,605 49,605 913,476 CHF 915,958 CHF 99.84% 99.84%
02/07/2024 0.28% 18.15 CHF 18.20 CHF 50,000 50,000 49,532 49,530 889,957 CHF 892,396 CHF 99.76% 99.76%

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