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% 24.65 CHF 24.66 CHF 250,000 250,000 250,000 250,000 6,106,360 CHF 6,108,860 CHF 99.99% 99.99%
12/07/2024 0.04% 24.40 CHF 24.41 CHF 250,000 250,000 250,000 250,000 6,018,480 CHF 6,020,980 CHF 99.93% 99.93%
11/07/2024 0.04% 24.14 CHF 24.15 CHF 250,000 250,000 249,769 249,769 6,096,910 CHF 6,099,410 CHF 99.78% 99.78%
10/07/2024 0.04% 24.15 CHF 24.16 CHF 250,000 250,000 250,000 250,000 6,021,910 CHF 6,024,410 CHF 100.00% 100.00%
09/07/2024 0.04% 24.04 CHF 24.05 CHF 250,000 250,000 250,000 250,000 6,012,670 CHF 6,015,170 CHF 99.98% 99.98%
08/07/2024 0.04% 23.93 CHF 23.94 CHF 250,000 250,000 250,000 250,000 5,965,320 CHF 5,967,820 CHF 98.73% 98.73%
05/07/2024 0.04% 23.78 CHF 23.79 CHF 250,000 250,000 250,000 250,000 5,917,200 CHF 5,919,700 CHF 99.92% 99.92%
04/07/2024 0.04% 23.67 CHF 23.68 CHF 125,000 125,000 222,699 222,699 5,284,350 CHF 5,286,570 CHF 100.00% 100.00%
03/07/2024 0.04% 23.60 CHF 23.61 CHF 250,000 250,000 250,000 250,000 5,887,830 CHF 5,890,330 CHF 100.00% 100.00%
02/07/2024 0.04% 23.29 CHF 23.30 CHF 250,000 250,000 250,000 250,000 5,776,000 CHF 5,778,500 CHF 99.97% 99.97%

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