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% 20.18 CHF 20.19 CHF 65,000 65,000 29,826 29,826 601,384 CHF 601,787 CHF 97.71% 97.71%
12/07/2024 0.08% 20.31 CHF 20.32 CHF 65,000 65,000 29,554 29,554 589,082 CHF 589,485 CHF 99.88% 99.88%
11/07/2024 0.07% 20.19 CHF 20.20 CHF 65,000 65,000 27,849 27,849 581,783 CHF 582,159 CHF 99.51% 99.51%
10/07/2024 0.07% 20.97 CHF 20.98 CHF 60,000 60,000 28,536 28,536 594,828 CHF 595,220 CHF 100.00% 100.00%
09/07/2024 0.08% 20.56 CHF 20.57 CHF 65,000 65,000 29,648 29,648 605,209 CHF 605,612 CHF 99.70% 99.70%
08/07/2024 0.08% 19.86 CHF 19.87 CHF 65,000 65,000 29,635 29,635 583,775 CHF 584,178 CHF 100.00% 100.00%
05/07/2024 0.08% 19.66 CHF 19.67 CHF 65,000 65,000 29,542 29,542 585,317 CHF 585,719 CHF 99.14% 99.14%
04/07/2024 0.08% 19.83 CHF 19.84 CHF 20,000 20,000 19,979 19,979 396,082 CHF 396,388 CHF 98.11% 98.11%
03/07/2024 0.08% 19.47 CHF 19.48 CHF 65,000 65,000 30,759 30,759 581,626 CHF 582,046 CHF 97.58% 97.58%
02/07/2024 0.08% 18.89 CHF 18.90 CHF 70,000 70,000 31,005 31,005 589,152 CHF 589,570 CHF 99.98% 99.98%

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