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% 27.11 CHF 27.13 CHF 43,000 43,000 21,644 21,644 577,089 CHF 577,524 CHF 98.72% 98.72%
12/07/2024 0.09% 25.13 CHF 25.15 CHF 45,000 45,000 23,685 23,685 568,239 CHF 568,714 CHF 99.75% 99.75%
11/07/2024 0.08% 27.01 CHF 27.03 CHF 43,000 43,000 21,122 21,122 575,727 CHF 576,153 CHF 99.86% 99.86%
10/07/2024 0.08% 27.08 CHF 27.10 CHF 43,000 43,000 21,314 21,314 577,980 CHF 578,408 CHF 99.99% 99.99%
09/07/2024 0.08% 26.58 CHF 26.60 CHF 44,000 44,000 22,572 22,572 584,159 CHF 584,612 CHF 98.71% 98.71%
08/07/2024 0.08% 26.14 CHF 26.16 CHF 44,000 44,000 22,727 22,727 574,402 CHF 574,858 CHF 100.00% 100.00%
05/07/2024 0.08% 25.33 CHF 25.35 CHF 45,000 45,000 22,743 22,743 575,804 CHF 576,260 CHF 99.24% 99.24%
04/07/2024 0.08% 24.96 CHF 24.98 CHF 23,000 23,000 18,208 18,208 450,704 CHF 451,068 CHF 95.28% 95.28%
03/07/2024 0.09% 24.62 CHF 24.64 CHF 46,000 46,000 22,952 22,952 550,250 CHF 550,710 CHF 96.21% 96.21%
02/07/2024 0.12% 22.60 CHF 22.62 CHF 49,000 49,000 24,464 24,464 512,660 CHF 513,197 CHF 99.13% 99.13%

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