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 0.47% 20.55 CHF 20.60 CHF 3,060 3,060 2,055 2,055 41,737 CHF 41,919 CHF 99.96% 99.96%
12/07/2024 0.47% 20.35 CHF 20.40 CHF 3,070 3,070 2,051 2,051 41,817 CHF 41,998 CHF 100.00% 100.00%
11/07/2024 0.45% 20.40 CHF 20.45 CHF 3,060 3,060 2,006 2,006 42,506 CHF 42,683 CHF 99.86% 99.86%
10/07/2024 0.46% 21.00 CHF 21.05 CHF 3,010 3,010 2,004 2,004 42,294 CHF 42,471 CHF 99.81% 99.81%
09/07/2024 0.45% 21.25 CHF 21.30 CHF 2,980 2,980 1,982 1,982 42,634 CHF 42,809 CHF 99.66% 99.66%
08/07/2024 0.44% 21.45 CHF 21.50 CHF 2,970 2,970 1,984 1,984 42,821 CHF 42,997 CHF 100.00% 100.00%
05/07/2024 0.46% 21.55 CHF 21.60 CHF 2,970 2,970 2,000 2,000 42,384 CHF 42,562 CHF 99.68% 99.68%
04/07/2024 0.72% 21.00 CHF 21.15 CHF 602 602 593 593 12,517 CHF 12,606 CHF 99.50% 99.50%
03/07/2024 0.46% 21.10 CHF 21.15 CHF 3,000 3,000 2,009 2,009 42,202 CHF 42,380 CHF 99.66% 99.66%
02/07/2024 0.47% 20.85 CHF 20.90 CHF 3,010 3,010 2,010 2,010 41,686 CHF 41,865 CHF 99.53% 99.53%

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