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 0.49% 20.40 CHF 20.50 CHF 18,000 3,600 18,000 3,600 367,200 CHF 73,800 CHF 100.00% 100.00%
12/07/2024 0.49% 20.40 CHF 20.50 CHF 18,000 3,600 18,000 3,600 367,200 CHF 73,800 CHF 100.00% 100.00%
11/07/2024 0.49% 20.40 CHF 20.50 CHF 18,000 3,600 18,000 3,600 367,200 CHF 73,800 CHF 100.00% 100.00%
10/07/2024 0.49% 20.40 CHF 20.50 CHF 18,000 18,000 18,000 18,000 367,200 CHF 369,000 CHF 100.00% 100.00%
09/07/2024 0.49% 20.40 CHF 20.50 CHF 18,000 18,000 18,078 18,078 368,799 CHF 370,607 CHF 100.00% 100.00%
08/07/2024 0.49% 20.40 CHF 20.50 CHF 18,000 18,000 18,014 18,014 367,481 CHF 369,282 CHF 100.00% 100.00%
05/07/2024 0.49% 20.40 CHF 20.50 CHF 18,000 18,000 18,000 18,000 367,200 CHF 369,000 CHF 100.00% 100.00%
04/07/2024 0.49% 20.40 CHF 20.50 CHF 18,000 18,000 18,000 18,000 367,200 CHF 369,000 CHF 99.46% 99.46%
03/07/2024 0.49% 20.40 CHF 20.50 CHF 18,000 18,000 18,062 18,062 367,562 CHF 369,368 CHF 100.00% 100.00%
02/07/2024 0.49% 20.35 CHF 20.45 CHF 19,000 19,000 19,000 19,000 386,650 CHF 388,550 CHF 100.00% 100.00%

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