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 0.04% 28.10 CHF 28.11 CHF 125,000 125,000 248,583 248,583 6,927,100 CHF 6,929,590 CHF 99.99% 99.99%
12/07/2024 0.04% 27.84 CHF 27.85 CHF 250,000 250,000 250,000 250,000 6,879,280 CHF 6,881,780 CHF 99.93% 99.93%
11/07/2024 0.04% 27.58 CHF 27.59 CHF 250,000 250,000 249,768 249,768 6,957,810 CHF 6,960,310 CHF 99.85% 99.85%
10/07/2024 0.04% 27.60 CHF 27.61 CHF 250,000 250,000 250,000 250,000 6,885,000 CHF 6,887,500 CHF 100.00% 100.00%
09/07/2024 0.04% 27.49 CHF 27.50 CHF 250,000 250,000 250,000 250,000 6,875,350 CHF 6,877,850 CHF 100.00% 100.00%
08/07/2024 0.04% 27.38 CHF 27.39 CHF 250,000 250,000 250,000 250,000 6,825,790 CHF 6,828,290 CHF 98.78% 98.78%
05/07/2024 0.04% 27.23 CHF 27.24 CHF 250,000 250,000 250,000 250,000 6,779,560 CHF 6,782,060 CHF 99.92% 99.92%
04/07/2024 0.04% 27.12 CHF 27.13 CHF 125,000 125,000 222,698 222,698 6,054,150 CHF 6,056,380 CHF 100.00% 100.00%
03/07/2024 0.04% 27.06 CHF 27.07 CHF 250,000 250,000 250,000 250,000 6,753,810 CHF 6,756,310 CHF 100.00% 100.00%
02/07/2024 0.04% 26.76 CHF 26.77 CHF 250,000 250,000 250,000 250,000 6,643,100 CHF 6,645,600 CHF 99.97% 99.97%

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