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% 20.08 CHF 20.09 CHF 65,000 65,000 29,830 29,830 598,465 CHF 598,868 CHF 97.73% 97.73%
12/07/2024 0.08% 20.21 CHF 20.22 CHF 65,000 65,000 29,545 29,545 585,877 CHF 586,280 CHF 99.86% 99.86%
11/07/2024 0.07% 20.09 CHF 20.10 CHF 65,000 65,000 27,845 27,845 578,920 CHF 579,296 CHF 99.50% 99.50%
10/07/2024 0.08% 20.86 CHF 20.87 CHF 60,000 60,000 28,542 28,542 592,038 CHF 592,430 CHF 100.00% 100.00%
09/07/2024 0.08% 20.46 CHF 20.47 CHF 65,000 65,000 29,642 29,642 602,109 CHF 602,512 CHF 99.70% 99.70%
08/07/2024 0.08% 19.76 CHF 19.77 CHF 65,000 65,000 29,620 29,620 580,505 CHF 580,908 CHF 100.00% 100.00%
05/07/2024 0.08% 19.55 CHF 19.56 CHF 65,000 65,000 29,535 29,535 582,141 CHF 582,544 CHF 99.11% 99.11%
04/07/2024 0.08% 19.73 CHF 19.74 CHF 20,000 20,000 19,979 19,979 394,066 CHF 394,371 CHF 98.11% 98.11%
03/07/2024 0.08% 19.36 CHF 19.37 CHF 65,000 65,000 30,732 30,732 577,931 CHF 578,351 CHF 97.87% 97.87%
02/07/2024 0.08% 18.79 CHF 18.80 CHF 70,000 70,000 31,008 31,008 586,069 CHF 586,488 CHF 99.98% 99.98%

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