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% 27.78 CHF 27.79 CHF 250,000 250,000 250,000 250,000 6,887,320 CHF 6,889,820 CHF 100.00% 100.00%
12/07/2024 0.04% 27.52 CHF 27.53 CHF 250,000 250,000 250,000 250,000 6,799,700 CHF 6,802,200 CHF 99.93% 99.93%
11/07/2024 0.04% 27.26 CHF 27.27 CHF 250,000 250,000 249,773 249,773 6,878,370 CHF 6,880,870 CHF 99.89% 99.89%
10/07/2024 0.04% 27.28 CHF 27.29 CHF 250,000 250,000 250,000 250,000 6,805,250 CHF 6,807,750 CHF 100.00% 100.00%
09/07/2024 0.04% 27.17 CHF 27.18 CHF 250,000 250,000 250,000 250,000 6,795,660 CHF 6,798,160 CHF 100.00% 100.00%
08/07/2024 0.04% 27.06 CHF 27.07 CHF 250,000 250,000 250,000 250,000 6,746,240 CHF 6,748,740 CHF 98.75% 98.75%
05/07/2024 0.04% 26.91 CHF 26.92 CHF 250,000 250,000 250,000 250,000 6,699,890 CHF 6,702,390 CHF 99.92% 99.92%
04/07/2024 0.04% 26.80 CHF 26.81 CHF 125,000 125,000 222,699 222,699 5,983,030 CHF 5,985,260 CHF 100.00% 100.00%
03/07/2024 0.04% 26.74 CHF 26.75 CHF 250,000 250,000 250,000 250,000 6,673,820 CHF 6,676,320 CHF 100.00% 100.00%
02/07/2024 0.04% 26.44 CHF 26.45 CHF 250,000 250,000 250,000 250,000 6,563,050 CHF 6,565,550 CHF 99.97% 99.97%

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