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% 22.95 CHF 22.97 CHF 30,000 30,000 16,531 16,531 374,332 CHF 374,763 CHF 99.84% 99.84%
12/07/2024 0.12% 22.64 CHF 22.66 CHF 30,000 30,000 16,517 16,517 373,868 CHF 374,299 CHF 99.73% 99.73%
11/07/2024 0.12% 22.80 CHF 22.82 CHF 30,000 30,000 16,464 16,464 384,844 CHF 385,274 CHF 99.65% 99.65%
10/07/2024 0.12% 23.47 CHF 23.49 CHF 29,000 29,000 16,315 16,315 382,324 CHF 382,751 CHF 99.99% 99.99%
09/07/2024 0.12% 23.44 CHF 23.46 CHF 29,000 29,000 16,313 16,313 381,801 CHF 382,228 CHF 99.94% 99.94%
08/07/2024 0.12% 23.32 CHF 23.34 CHF 29,000 29,000 16,485 16,485 384,024 CHF 384,454 CHF 99.77% 99.77%
05/07/2024 0.12% 23.44 CHF 23.46 CHF 29,000 29,000 16,359 16,359 376,543 CHF 376,971 CHF 99.10% 99.10%
04/07/2024 0.13% 22.82 CHF 22.85 CHF 15,000 15,000 13,405 13,405 305,472 CHF 305,874 CHF 100.00% 100.00%
03/07/2024 0.12% 22.71 CHF 22.73 CHF 30,000 30,000 16,533 16,533 374,826 CHF 375,257 CHF 99.99% 99.99%
02/07/2024 0.12% 22.44 CHF 22.46 CHF 30,000 30,000 16,533 16,533 368,166 CHF 368,564 CHF 99.97% 99.97%

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