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% 23.59 CHF 23.60 CHF 250,000 250,000 250,000 250,000 5,832,810 CHF 5,835,310 CHF 100.00% 100.00%
12/07/2024 0.04% 23.37 CHF 23.38 CHF 250,000 250,000 250,000 250,000 5,759,690 CHF 5,762,190 CHF 99.93% 99.93%
11/07/2024 0.04% 23.28 CHF 23.29 CHF 250,000 250,000 249,770 249,770 5,935,740 CHF 5,938,240 CHF 99.90% 99.90%
10/07/2024 0.04% 23.61 CHF 23.62 CHF 250,000 250,000 250,000 250,000 5,900,060 CHF 5,902,560 CHF 100.00% 100.00%
09/07/2024 0.04% 23.53 CHF 23.54 CHF 250,000 250,000 249,713 249,713 5,888,640 CHF 5,891,140 CHF 100.00% 100.00%
08/07/2024 0.04% 23.38 CHF 23.39 CHF 250,000 250,000 250,000 250,000 5,829,490 CHF 5,831,990 CHF 99.99% 99.99%
05/07/2024 0.04% 23.29 CHF 23.30 CHF 250,000 250,000 250,000 250,000 5,770,980 CHF 5,773,480 CHF 99.65% 99.65%
04/07/2024 0.04% 22.99 CHF 23.00 CHF 250,000 250,000 250,000 250,000 5,759,330 CHF 5,761,830 CHF 100.00% 100.00%
03/07/2024 0.04% 22.95 CHF 22.96 CHF 250,000 250,000 250,000 250,000 5,710,220 CHF 5,712,720 CHF 99.76% 99.76%
02/07/2024 0.04% 22.60 CHF 22.61 CHF 250,000 250,000 250,000 250,000 5,591,890 CHF 5,594,390 CHF 99.98% 99.98%

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