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% 18.75 CHF 18.80 CHF 3,340 3,340 2,254 2,254 41,428 CHF 41,706 CHF 99.97% 99.97%
12/07/2024 0.74% 18.40 CHF 18.45 CHF 3,370 3,370 2,253 2,253 41,431 CHF 41,708 CHF 100.00% 100.00%
11/07/2024 0.70% 18.60 CHF 18.65 CHF 3,340 3,340 2,198 2,198 42,100 CHF 42,369 CHF 99.85% 99.85%
10/07/2024 0.71% 19.25 CHF 19.30 CHF 3,280 3,280 2,193 2,193 42,033 CHF 42,303 CHF 100.00% 100.00%
09/07/2024 0.71% 19.20 CHF 19.25 CHF 3,270 3,270 2,187 2,187 41,881 CHF 42,151 CHF 99.49% 99.49%
08/07/2024 0.71% 19.10 CHF 19.15 CHF 3,290 3,290 2,198 2,198 41,933 CHF 42,203 CHF 100.00% 100.00%
05/07/2024 0.73% 19.20 CHF 19.25 CHF 3,280 3,280 2,222 2,222 41,615 CHF 41,889 CHF 99.88% 99.88%
04/07/2024 1.08% 18.55 CHF 18.75 CHF 668 668 661 661 12,229 CHF 12,361 CHF 99.08% 99.08%
03/07/2024 0.73% 18.45 CHF 18.50 CHF 3,350 3,350 2,239 2,239 41,250 CHF 41,525 CHF 99.63% 99.63%
02/07/2024 0.75% 18.20 CHF 18.25 CHF 3,360 3,360 2,258 2,258 40,620 CHF 40,898 CHF 99.81% 99.81%

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