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 0.07% 29.89 CHF 29.91 CHF 43,000 43,000 21,601 21,601 635,971 CHF 636,405 CHF 96.86% 96.86%
12/07/2024 0.08% 27.91 CHF 27.93 CHF 45,000 45,000 23,463 23,463 628,391 CHF 628,862 CHF 98.71% 98.71%
11/07/2024 0.07% 29.77 CHF 29.79 CHF 43,000 43,000 20,877 20,877 626,881 CHF 627,302 CHF 98.70% 98.70%
10/07/2024 0.07% 29.87 CHF 29.89 CHF 43,000 43,000 21,125 21,125 631,685 CHF 632,109 CHF 99.11% 99.11%
09/07/2024 0.07% 29.37 CHF 29.39 CHF 44,000 44,000 22,530 22,530 645,852 CHF 646,304 CHF 98.92% 98.92%
08/07/2024 0.07% 28.93 CHF 28.95 CHF 44,000 44,000 22,646 22,646 635,541 CHF 635,995 CHF 99.65% 99.65%
05/07/2024 0.07% 28.12 CHF 28.14 CHF 45,000 45,000 22,505 22,505 632,823 CHF 633,274 CHF 98.00% 98.00%
04/07/2024 0.07% 27.76 CHF 27.78 CHF 23,000 23,000 18,201 18,201 501,514 CHF 501,878 CHF 95.28% 95.28%
03/07/2024 0.08% 27.42 CHF 27.44 CHF 46,000 46,000 22,901 22,901 613,425 CHF 613,884 CHF 96.01% 96.01%
02/07/2024 0.10% 25.43 CHF 25.45 CHF 49,000 49,000 24,392 24,392 580,266 CHF 580,801 CHF 98.57% 98.57%

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