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 0.16% 31.75 CHF 31.80 CHF 151,300 151,300 151,300 151,300 4,673,560 CHF 4,681,120 CHF 100.00% 100.00%
12/07/2024 0.17% 31.05 CHF 31.10 CHF 153,900 153,900 153,900 153,900 4,599,800 CHF 4,607,490 CHF 100.00% 100.00%
11/07/2024 0.15% 30.85 CHF 30.90 CHF 143,200 143,200 143,200 143,200 4,639,780 CHF 4,646,940 CHF 99.99% 99.99%
10/07/2024 0.16% 31.75 CHF 31.80 CHF 147,700 147,700 147,700 147,700 4,691,390 CHF 4,698,770 CHF 100.00% 100.00%
09/07/2024 0.16% 31.55 CHF 31.60 CHF 148,000 148,000 147,835 147,835 4,687,680 CHF 4,695,080 CHF 100.00% 100.00%
08/07/2024 0.16% 31.10 CHF 31.15 CHF 148,800 148,800 148,800 148,800 4,602,250 CHF 4,609,690 CHF 100.00% 100.00%
05/07/2024 0.17% 30.75 CHF 30.80 CHF 153,200 153,200 153,182 153,182 4,602,690 CHF 4,610,350 CHF 99.75% 99.75%
04/07/2024 0.17% 29.70 CHF 29.75 CHF 76,600 76,600 136,458 136,458 4,067,180 CHF 4,074,010 CHF 100.00% 100.00%
03/07/2024 0.17% 29.50 CHF 29.55 CHF 157,100 157,100 157,100 157,100 4,564,550 CHF 4,572,400 CHF 100.00% 100.00%
02/07/2024 0.18% 28.30 CHF 28.35 CHF 161,700 161,700 161,700 161,700 4,449,210 CHF 4,457,300 CHF 100.00% 100.00%

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