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 0.08% 27.78 CHF 27.80 CHF 43,000 43,000 21,694 21,694 592,895 CHF 593,331 CHF 97.62% 97.62%
12/07/2024 0.08% 25.79 CHF 25.81 CHF 45,000 45,000 23,675 23,675 583,754 CHF 584,228 CHF 99.70% 99.70%
11/07/2024 0.07% 27.67 CHF 27.69 CHF 43,000 43,000 21,120 21,120 589,730 CHF 590,155 CHF 99.84% 99.84%
10/07/2024 0.07% 27.75 CHF 27.77 CHF 43,000 43,000 21,315 21,315 592,218 CHF 592,645 CHF 99.99% 99.99%
09/07/2024 0.08% 27.25 CHF 27.27 CHF 44,000 44,000 22,577 22,577 599,293 CHF 599,745 CHF 99.14% 99.14%
08/07/2024 0.08% 26.81 CHF 26.83 CHF 44,000 44,000 22,721 22,721 589,340 CHF 589,796 CHF 99.97% 99.97%
05/07/2024 0.08% 26.00 CHF 26.02 CHF 45,000 45,000 22,664 22,664 588,963 CHF 589,418 CHF 98.89% 98.89%
04/07/2024 0.08% 25.63 CHF 25.65 CHF 23,000 23,000 18,208 18,208 462,819 CHF 463,183 CHF 95.27% 95.27%
03/07/2024 0.08% 25.29 CHF 25.31 CHF 46,000 46,000 22,944 22,944 565,370 CHF 565,830 CHF 96.19% 96.19%
02/07/2024 0.11% 23.27 CHF 23.29 CHF 49,000 49,000 24,468 24,468 529,057 CHF 529,593 CHF 99.12% 99.12%

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