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 0.05% 21.78 CHF 21.79 CHF 64,400 64,400 65,286 65,286 1,378,830 CHF 1,379,480 CHF 99.99% 99.99%
12/07/2024 0.05% 21.06 CHF 21.07 CHF 65,400 65,400 65,224 65,223 1,356,970 CHF 1,357,600 CHF 99.92% 99.92%
11/07/2024 0.05% 21.30 CHF 21.31 CHF 65,200 65,200 66,965 66,965 1,367,340 CHF 1,368,010 CHF 99.83% 99.83%
10/07/2024 0.05% 20.03 CHF 20.04 CHF 67,200 67,200 68,345 68,345 1,364,680 CHF 1,365,380 CHF 100.00% 100.00%
09/07/2024 0.05% 19.21 CHF 19.22 CHF 68,500 68,500 67,713 67,713 1,320,120 CHF 1,320,800 CHF 99.99% 99.99%
08/07/2024 0.05% 19.87 CHF 19.88 CHF 67,700 67,700 67,428 67,428 1,341,610 CHF 1,342,280 CHF 100.00% 100.00%
05/07/2024 0.05% 20.26 CHF 20.27 CHF 67,400 67,400 68,915 68,915 1,365,830 CHF 1,366,520 CHF 99.73% 99.73%
04/07/2024 0.05% 19.54 CHF 19.55 CHF 69,100 69,100 68,924 68,924 1,344,580 CHF 1,345,260 CHF 100.00% 100.00%
03/07/2024 0.05% 19.68 CHF 19.69 CHF 68,900 68,900 71,112 71,113 1,370,990 CHF 1,371,700 CHF 99.92% 99.92%
02/07/2024 0.05% 18.69 CHF 18.70 CHF 71,400 71,400 71,577 71,577 1,332,260 CHF 1,332,980 CHF 99.98% 99.98%

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