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 0.15% 19.11 CHF 19.13 CHF 30,000 30,000 16,535 16,535 310,844 CHF 311,275 CHF 99.96% 99.96%
12/07/2024 0.15% 18.80 CHF 18.82 CHF 30,000 30,000 16,541 16,541 310,822 CHF 311,253 CHF 99.98% 99.98%
11/07/2024 0.14% 18.96 CHF 18.98 CHF 30,000 30,000 16,448 16,448 321,230 CHF 321,659 CHF 99.92% 99.92%
10/07/2024 0.14% 19.61 CHF 19.63 CHF 29,000 29,000 16,315 16,315 319,448 CHF 319,875 CHF 99.99% 99.99%
09/07/2024 0.14% 19.59 CHF 19.61 CHF 29,000 29,000 16,321 16,321 319,126 CHF 319,553 CHF 100.00% 100.00%
08/07/2024 0.14% 19.47 CHF 19.49 CHF 29,000 29,000 16,459 16,459 320,183 CHF 320,613 CHF 99.89% 99.89%
05/07/2024 0.15% 19.60 CHF 19.62 CHF 29,000 29,000 16,391 16,391 314,191 CHF 314,619 CHF 98.69% 98.69%
04/07/2024 0.16% 18.96 CHF 18.99 CHF 15,000 15,000 13,415 13,415 253,929 CHF 254,332 CHF 99.33% 99.33%
03/07/2024 0.15% 18.85 CHF 18.87 CHF 30,000 30,000 16,516 16,516 310,602 CHF 311,033 CHF 99.87% 99.87%
02/07/2024 0.15% 18.56 CHF 18.58 CHF 30,000 30,000 16,550 16,550 304,442 CHF 304,840 CHF 99.63% 99.63%

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