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 0.12% 24.51 CHF 24.53 CHF 30,000 30,000 16,539 16,539 400,194 CHF 400,625 CHF 99.99% 99.99%
12/07/2024 0.12% 24.19 CHF 24.21 CHF 30,000 30,000 16,543 16,543 400,161 CHF 400,592 CHF 100.00% 100.00%
11/07/2024 0.11% 24.35 CHF 24.37 CHF 30,000 30,000 16,455 16,455 410,205 CHF 410,635 CHF 99.96% 99.96%
10/07/2024 0.11% 25.03 CHF 25.05 CHF 29,000 29,000 16,315 16,315 407,803 CHF 408,230 CHF 99.99% 99.99%
09/07/2024 0.11% 25.00 CHF 25.02 CHF 29,000 29,000 16,321 16,321 407,430 CHF 407,857 CHF 100.00% 100.00%
08/07/2024 0.11% 24.87 CHF 24.89 CHF 29,000 29,000 16,487 16,487 409,718 CHF 410,148 CHF 99.81% 99.81%
05/07/2024 0.12% 25.00 CHF 25.02 CHF 29,000 29,000 16,369 16,369 402,257 CHF 402,685 CHF 99.27% 99.27%
04/07/2024 0.12% 24.38 CHF 24.41 CHF 15,000 15,000 13,405 13,405 326,384 CHF 326,786 CHF 100.00% 100.00%
03/07/2024 0.12% 24.27 CHF 24.29 CHF 30,000 30,000 16,532 16,532 400,637 CHF 401,069 CHF 99.98% 99.98%
02/07/2024 0.11% 24.00 CHF 24.02 CHF 30,000 30,000 16,535 16,535 394,084 CHF 394,482 CHF 99.98% 99.98%

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