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% 21.85 CHF 21.90 CHF 40,000 40,000 39,711 39,711 858,304 CHF 860,292 CHF 99.71% 99.71%
12/07/2024 0.24% 21.65 CHF 21.70 CHF 40,000 40,000 39,712 39,712 846,866 CHF 848,853 CHF 99.77% 99.77%
11/07/2024 0.23% 21.55 CHF 21.60 CHF 40,000 40,000 39,645 39,645 873,886 CHF 875,870 CHF 99.75% 99.75%
10/07/2024 0.23% 21.90 CHF 21.95 CHF 40,000 40,000 39,698 39,698 868,454 CHF 870,440 CHF 99.66% 99.66%
09/07/2024 0.23% 21.80 CHF 21.85 CHF 40,000 40,000 39,654 39,654 866,630 CHF 868,615 CHF 99.92% 99.92%
08/07/2024 0.23% 21.65 CHF 21.70 CHF 40,000 40,000 39,736 39,736 858,447 CHF 860,435 CHF 99.70% 99.70%
05/07/2024 0.24% 21.55 CHF 21.60 CHF 40,000 40,000 39,688 39,688 848,270 CHF 850,257 CHF 99.83% 99.83%
04/07/2024 0.24% 21.25 CHF 21.30 CHF 40,000 40,000 39,718 39,718 846,421 CHF 848,408 CHF 99.31% 99.31%
03/07/2024 0.24% 21.20 CHF 21.25 CHF 40,000 40,000 39,684 39,684 838,174 CHF 840,160 CHF 99.70% 99.70%
02/07/2024 0.24% 20.90 CHF 20.95 CHF 40,000 40,000 39,626 39,625 818,176 CHF 820,126 CHF 100.00% 100.00%

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