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 0.07% 35.77 CHF 35.78 CHF 24,000 24,000 13,910 13,910 494,085 CHF 494,362 CHF 99.03% 99.03%
12/07/2024 0.07% 35.55 CHF 35.56 CHF 25,000 25,000 13,833 13,833 492,304 CHF 492,580 CHF 99.67% 99.67%
11/07/2024 0.06% 35.56 CHF 35.57 CHF 25,000 25,000 13,518 13,518 491,631 CHF 491,902 CHF 99.51% 99.51%
10/07/2024 0.06% 36.27 CHF 36.28 CHF 24,000 24,000 13,437 13,437 488,468 CHF 488,738 CHF 99.97% 99.97%
09/07/2024 0.06% 36.50 CHF 36.51 CHF 24,000 24,000 13,444 13,444 493,969 CHF 494,239 CHF 100.00% 100.00%
08/07/2024 0.06% 36.67 CHF 36.68 CHF 24,000 24,000 13,441 13,441 494,348 CHF 494,618 CHF 99.98% 99.98%
05/07/2024 0.06% 36.76 CHF 36.77 CHF 24,000 24,000 13,468 13,468 491,161 CHF 491,432 CHF 98.55% 98.55%
04/07/2024 0.07% 36.27 CHF 36.29 CHF 12,000 12,000 10,937 10,937 398,220 CHF 398,492 CHF 100.00% 100.00%
03/07/2024 0.06% 36.33 CHF 36.34 CHF 24,000 24,000 13,554 13,554 491,780 CHF 492,049 CHF 96.77% 96.77%
02/07/2024 0.06% 36.15 CHF 36.16 CHF 24,000 24,000 13,441 13,441 484,790 CHF 485,060 CHF 99.96% 99.96%

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