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 0.08% 20.11 CHF 20.12 CHF 65,000 65,000 29,833 29,833 599,171 CHF 599,574 CHF 97.75% 97.75%
12/07/2024 0.08% 20.23 CHF 20.24 CHF 65,000 65,000 29,594 29,594 587,556 CHF 587,958 CHF 100.00% 100.00%
11/07/2024 0.07% 20.11 CHF 20.12 CHF 65,000 65,000 27,872 27,872 580,002 CHF 580,378 CHF 99.34% 99.34%
10/07/2024 0.07% 20.88 CHF 20.89 CHF 60,000 60,000 28,541 28,541 592,621 CHF 593,013 CHF 100.00% 100.00%
09/07/2024 0.08% 20.48 CHF 20.49 CHF 65,000 65,000 29,647 29,647 602,828 CHF 603,231 CHF 99.70% 99.70%
08/07/2024 0.08% 19.78 CHF 19.79 CHF 65,000 65,000 29,618 29,618 581,213 CHF 581,616 CHF 99.99% 99.99%
05/07/2024 0.08% 19.58 CHF 19.59 CHF 65,000 65,000 29,594 29,594 584,041 CHF 584,443 CHF 99.28% 99.28%
04/07/2024 0.08% 19.76 CHF 19.77 CHF 20,000 20,000 19,979 19,979 394,540 CHF 394,845 CHF 98.09% 98.09%
03/07/2024 0.08% 19.39 CHF 19.40 CHF 65,000 65,000 30,669 30,669 577,569 CHF 577,989 CHF 98.10% 98.10%
02/07/2024 0.08% 18.82 CHF 18.83 CHF 70,000 70,000 30,700 30,700 581,142 CHF 581,559 CHF 98.96% 98.96%

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