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% 21.75 CHF 21.80 CHF 40,000 40,000 39,626 39,623 851,326 CHF 853,264 CHF 99.98% 99.98%
12/07/2024 0.24% 21.50 CHF 21.55 CHF 40,000 40,000 39,712 39,712 841,698 CHF 843,685 CHF 99.77% 99.77%
11/07/2024 0.23% 21.45 CHF 21.50 CHF 40,000 40,000 39,645 39,645 868,792 CHF 870,776 CHF 99.77% 99.77%
10/07/2024 0.23% 21.75 CHF 21.80 CHF 40,000 40,000 39,698 39,698 863,476 CHF 865,462 CHF 99.64% 99.64%
09/07/2024 0.23% 21.70 CHF 21.75 CHF 40,000 40,000 39,654 39,653 861,749 CHF 863,715 CHF 99.93% 99.93%
08/07/2024 0.23% 21.55 CHF 21.60 CHF 40,000 40,000 39,736 39,736 853,240 CHF 855,228 CHF 99.70% 99.70%
05/07/2024 0.24% 21.45 CHF 21.50 CHF 40,000 40,000 39,686 39,685 843,039 CHF 844,996 CHF 99.36% 99.36%
04/07/2024 0.24% 21.15 CHF 21.20 CHF 40,000 40,000 39,717 39,717 841,569 CHF 843,557 CHF 99.30% 99.30%
03/07/2024 0.24% 21.10 CHF 21.15 CHF 40,000 40,000 39,684 39,684 832,962 CHF 834,948 CHF 99.66% 99.66%
02/07/2024 0.25% 20.75 CHF 20.80 CHF 40,000 40,000 39,623 39,621 813,154 CHF 815,103 CHF 99.45% 99.45%

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