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% 28.20 CHF 28.22 CHF 43,000 43,000 21,646 21,646 600,708 CHF 601,143 CHF 98.72% 98.72%
12/07/2024 0.08% 26.22 CHF 26.24 CHF 45,000 45,000 23,687 23,687 594,106 CHF 594,581 CHF 99.74% 99.74%
11/07/2024 0.07% 28.09 CHF 28.11 CHF 43,000 43,000 21,116 21,116 598,560 CHF 598,986 CHF 99.92% 99.92%
10/07/2024 0.07% 28.18 CHF 28.20 CHF 43,000 43,000 21,317 21,317 601,346 CHF 601,774 CHF 100.00% 100.00%
09/07/2024 0.08% 27.68 CHF 27.70 CHF 44,000 44,000 22,567 22,567 608,678 CHF 609,130 CHF 98.68% 98.68%
08/07/2024 0.08% 27.24 CHF 27.26 CHF 44,000 44,000 22,727 22,727 599,169 CHF 599,625 CHF 100.00% 100.00%
05/07/2024 0.08% 26.42 CHF 26.44 CHF 45,000 45,000 22,739 22,739 600,523 CHF 600,978 CHF 99.22% 99.22%
04/07/2024 0.08% 26.05 CHF 26.07 CHF 23,000 23,000 18,201 18,201 470,406 CHF 470,770 CHF 95.27% 95.27%
03/07/2024 0.08% 25.71 CHF 25.73 CHF 46,000 46,000 22,954 22,954 575,461 CHF 575,921 CHF 96.21% 96.21%
02/07/2024 0.11% 23.70 CHF 23.72 CHF 49,000 49,000 24,463 24,463 539,459 CHF 539,996 CHF 99.11% 99.11%

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