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% 27.77 CHF 27.79 CHF 43,000 43,000 21,650 21,650 591,390 CHF 591,825 CHF 98.73% 98.73%
12/07/2024 0.08% 25.78 CHF 25.80 CHF 45,000 45,000 23,683 23,683 583,682 CHF 584,157 CHF 99.74% 99.74%
11/07/2024 0.07% 27.66 CHF 27.68 CHF 43,000 43,000 21,118 21,118 589,440 CHF 589,866 CHF 99.84% 99.84%
10/07/2024 0.07% 27.74 CHF 27.76 CHF 43,000 43,000 21,315 21,315 591,984 CHF 592,412 CHF 99.99% 99.99%
09/07/2024 0.08% 27.24 CHF 27.26 CHF 44,000 44,000 22,570 22,570 598,932 CHF 599,384 CHF 98.62% 98.62%
08/07/2024 0.08% 26.80 CHF 26.82 CHF 44,000 44,000 22,727 22,727 589,277 CHF 589,733 CHF 100.00% 100.00%
05/07/2024 0.08% 25.99 CHF 26.01 CHF 45,000 45,000 22,741 22,741 590,654 CHF 591,110 CHF 99.23% 99.23%
04/07/2024 0.08% 25.62 CHF 25.64 CHF 23,000 23,000 18,208 18,208 462,647 CHF 463,011 CHF 95.27% 95.27%
03/07/2024 0.08% 25.28 CHF 25.30 CHF 46,000 46,000 22,950 22,950 565,283 CHF 565,743 CHF 96.19% 96.19%
02/07/2024 0.11% 23.26 CHF 23.28 CHF 49,000 49,000 24,465 24,465 528,809 CHF 529,346 CHF 99.13% 99.13%

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