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 0.77% 18.05 CHF 18.10 CHF 3,340 3,340 2,254 2,254 39,949 CHF 40,227 CHF 99.93% 99.93%
12/07/2024 0.76% 17.75 CHF 17.80 CHF 3,370 3,370 2,253 2,253 39,962 CHF 40,238 CHF 100.00% 100.00%
11/07/2024 0.73% 17.90 CHF 17.95 CHF 3,340 3,340 2,198 2,198 40,668 CHF 40,938 CHF 99.88% 99.88%
10/07/2024 0.73% 18.55 CHF 18.60 CHF 3,280 3,280 2,193 2,193 40,591 CHF 40,860 CHF 100.00% 100.00%
09/07/2024 0.74% 18.55 CHF 18.60 CHF 3,270 3,270 2,188 2,188 40,465 CHF 40,735 CHF 99.66% 99.66%
08/07/2024 0.73% 18.45 CHF 18.50 CHF 3,290 3,290 2,198 2,198 40,501 CHF 40,771 CHF 100.00% 100.00%
05/07/2024 0.76% 18.55 CHF 18.60 CHF 3,280 3,280 2,222 2,222 40,154 CHF 40,428 CHF 99.85% 99.85%
04/07/2024 1.12% 17.85 CHF 18.05 CHF 668 668 661 661 11,796 CHF 11,928 CHF 99.08% 99.08%
03/07/2024 0.76% 17.80 CHF 17.85 CHF 3,350 3,350 2,239 2,239 39,766 CHF 40,041 CHF 99.58% 99.58%
02/07/2024 0.78% 17.55 CHF 17.60 CHF 3,360 3,360 2,260 2,260 39,174 CHF 39,452 CHF 100.00% 100.00%

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