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 0.24% 21.05 CHF 21.10 CHF 40,000 40,000 39,625 39,623 825,195 CHF 827,130 CHF 99.84% 99.84%
12/07/2024 0.25% 20.80 CHF 20.85 CHF 40,000 40,000 39,711 39,711 813,965 CHF 815,952 CHF 99.76% 99.76%
11/07/2024 0.24% 20.55 CHF 20.60 CHF 40,000 40,000 39,645 39,645 825,246 CHF 827,230 CHF 99.74% 99.74%
10/07/2024 0.25% 20.55 CHF 20.60 CHF 40,000 40,000 39,692 39,692 813,213 CHF 815,199 CHF 99.68% 99.68%
09/07/2024 0.25% 20.45 CHF 20.50 CHF 40,000 40,000 39,649 39,648 810,783 CHF 812,754 CHF 99.87% 99.87%
08/07/2024 0.25% 20.35 CHF 20.40 CHF 40,000 40,000 39,731 39,731 805,588 CHF 807,576 CHF 99.72% 99.72%
05/07/2024 0.25% 20.15 CHF 20.20 CHF 40,000 40,000 39,682 39,681 796,579 CHF 798,539 CHF 99.45% 99.45%
04/07/2024 0.25% 20.05 CHF 20.10 CHF 40,000 40,000 39,714 39,714 798,394 CHF 800,381 CHF 99.77% 99.77%
03/07/2024 0.25% 20.00 CHF 20.05 CHF 40,000 40,000 39,680 39,680 791,416 CHF 793,401 CHF 99.82% 99.82%
02/07/2024 0.26% 19.70 CHF 19.75 CHF 40,000 40,000 39,923 39,923 778,534 CHF 780,530 CHF 99.17% 99.17%

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