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 0.74% 18.65 CHF 18.70 CHF 3,340 3,340 2,254 2,254 41,268 CHF 41,545 CHF 99.99% 99.99%
12/07/2024 0.74% 18.35 CHF 18.40 CHF 3,370 3,370 2,253 2,253 41,283 CHF 41,559 CHF 100.00% 100.00%
11/07/2024 0.71% 18.50 CHF 18.55 CHF 3,340 3,340 2,197 2,197 41,932 CHF 42,202 CHF 99.82% 99.82%
10/07/2024 0.71% 19.15 CHF 19.20 CHF 3,270 3,270 2,190 2,190 41,831 CHF 42,100 CHF 99.79% 99.79%
09/07/2024 0.71% 19.15 CHF 19.20 CHF 3,270 3,270 2,189 2,189 41,754 CHF 42,024 CHF 99.66% 99.66%
08/07/2024 0.71% 19.05 CHF 19.10 CHF 3,290 3,290 2,198 2,198 41,784 CHF 42,054 CHF 100.00% 100.00%
05/07/2024 0.73% 19.15 CHF 19.20 CHF 3,280 3,280 2,223 2,223 41,482 CHF 41,756 CHF 99.94% 99.94%
04/07/2024 1.09% 18.45 CHF 18.65 CHF 668 668 662 662 12,193 CHF 12,326 CHF 99.08% 99.08%
03/07/2024 0.74% 18.40 CHF 18.45 CHF 3,350 3,350 2,240 2,240 41,099 CHF 41,373 CHF 99.66% 99.66%
02/07/2024 0.76% 18.10 CHF 18.15 CHF 3,360 3,360 2,258 2,258 40,483 CHF 40,761 CHF 99.84% 99.84%

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