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% 19.43 CHF 19.44 CHF 65,000 65,000 29,845 29,845 579,289 CHF 579,692 CHF 97.80% 97.80%
12/07/2024 0.08% 19.56 CHF 19.57 CHF 65,000 65,000 29,593 29,593 567,558 CHF 567,961 CHF 99.99% 99.99%
11/07/2024 0.08% 19.43 CHF 19.44 CHF 65,000 65,000 27,848 27,848 560,694 CHF 561,070 CHF 99.51% 99.51%
10/07/2024 0.08% 20.21 CHF 20.22 CHF 60,000 60,000 28,538 28,538 573,219 CHF 573,612 CHF 100.00% 100.00%
09/07/2024 0.08% 19.80 CHF 19.81 CHF 65,000 65,000 29,642 29,642 582,660 CHF 583,063 CHF 99.70% 99.70%
08/07/2024 0.08% 19.11 CHF 19.12 CHF 65,000 65,000 29,622 29,622 561,288 CHF 561,691 CHF 99.99% 99.99%
05/07/2024 0.08% 18.90 CHF 18.91 CHF 65,000 65,000 29,592 29,592 564,009 CHF 564,411 CHF 99.28% 99.28%
04/07/2024 0.08% 19.08 CHF 19.09 CHF 20,000 20,000 19,979 19,979 381,016 CHF 381,322 CHF 98.05% 98.05%
03/07/2024 0.09% 18.71 CHF 18.72 CHF 65,000 65,000 30,672 30,672 556,817 CHF 557,237 CHF 98.11% 98.11%
02/07/2024 0.08% 18.14 CHF 18.15 CHF 70,000 70,000 30,703 30,703 560,332 CHF 560,749 CHF 98.97% 98.97%

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