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 0.13% 21.69 CHF 21.71 CHF 30,000 30,000 16,537 16,537 353,546 CHF 353,977 CHF 99.98% 99.98%
12/07/2024 0.13% 21.37 CHF 21.39 CHF 30,000 30,000 16,541 16,541 353,499 CHF 353,930 CHF 99.98% 99.98%
11/07/2024 0.13% 21.54 CHF 21.56 CHF 30,000 30,000 16,448 16,448 363,676 CHF 364,106 CHF 99.91% 99.91%
10/07/2024 0.13% 22.20 CHF 22.22 CHF 29,000 29,000 16,315 16,315 361,663 CHF 362,090 CHF 99.99% 99.99%
09/07/2024 0.13% 22.18 CHF 22.20 CHF 29,000 29,000 16,320 16,320 361,295 CHF 361,722 CHF 99.99% 99.99%
08/07/2024 0.13% 22.05 CHF 22.07 CHF 29,000 29,000 16,487 16,487 363,272 CHF 363,703 CHF 99.81% 99.81%
05/07/2024 0.13% 22.18 CHF 22.20 CHF 29,000 29,000 16,374 16,374 356,155 CHF 356,583 CHF 99.27% 99.27%
04/07/2024 0.14% 21.55 CHF 21.58 CHF 15,000 15,000 13,405 13,405 288,481 CHF 288,883 CHF 100.00% 100.00%
03/07/2024 0.13% 21.44 CHF 21.46 CHF 30,000 30,000 16,534 16,534 353,797 CHF 354,228 CHF 99.99% 99.99%
02/07/2024 0.13% 21.16 CHF 21.18 CHF 30,000 30,000 16,535 16,535 347,161 CHF 347,559 CHF 99.98% 99.98%

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