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 0.23% 22.50 CHF 22.55 CHF 40,000 40,000 39,711 39,711 883,549 CHF 885,536 CHF 99.76% 99.76%
12/07/2024 0.23% 22.30 CHF 22.35 CHF 40,000 40,000 39,712 39,712 872,081 CHF 874,068 CHF 99.76% 99.76%
11/07/2024 0.22% 22.20 CHF 22.25 CHF 40,000 40,000 39,645 39,645 899,041 CHF 901,025 CHF 99.55% 99.55%
10/07/2024 0.22% 22.55 CHF 22.60 CHF 40,000 40,000 39,693 39,693 893,802 CHF 895,789 CHF 99.82% 99.82%
09/07/2024 0.22% 22.45 CHF 22.50 CHF 40,000 40,000 39,649 39,648 891,752 CHF 893,714 CHF 99.94% 99.94%
08/07/2024 0.23% 22.30 CHF 22.35 CHF 40,000 40,000 39,731 39,731 883,571 CHF 885,559 CHF 99.62% 99.62%
05/07/2024 0.23% 22.20 CHF 22.25 CHF 40,000 40,000 39,678 39,677 873,264 CHF 875,223 CHF 98.28% 98.28%
04/07/2024 0.23% 21.90 CHF 21.95 CHF 40,000 40,000 39,713 39,713 871,737 CHF 873,724 CHF 99.36% 99.36%
03/07/2024 0.23% 21.85 CHF 21.90 CHF 40,000 40,000 39,680 39,680 863,625 CHF 865,611 CHF 99.71% 99.71%
02/07/2024 0.24% 21.50 CHF 21.55 CHF 40,000 40,000 39,923 39,923 850,022 CHF 852,019 CHF 99.17% 99.17%

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