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% 24.70 CHF 24.72 CHF 43,000 43,000 21,645 21,645 524,742 CHF 525,177 CHF 98.72% 98.72%
12/07/2024 0.10% 22.71 CHF 22.73 CHF 45,000 45,000 23,683 23,683 510,922 CHF 511,397 CHF 99.74% 99.74%
11/07/2024 0.08% 24.59 CHF 24.61 CHF 43,000 43,000 21,111 21,111 524,363 CHF 524,789 CHF 99.91% 99.91%
10/07/2024 0.08% 24.66 CHF 24.68 CHF 43,000 43,000 21,317 21,317 526,344 CHF 526,772 CHF 100.00% 100.00%
09/07/2024 0.09% 24.16 CHF 24.18 CHF 44,000 44,000 22,570 22,570 529,409 CHF 529,862 CHF 98.62% 98.62%
08/07/2024 0.09% 23.72 CHF 23.74 CHF 44,000 44,000 22,727 22,727 519,446 CHF 519,902 CHF 100.00% 100.00%
05/07/2024 0.09% 22.91 CHF 22.93 CHF 45,000 45,000 22,742 22,742 520,669 CHF 521,125 CHF 99.23% 99.23%
04/07/2024 0.09% 22.54 CHF 22.56 CHF 23,000 23,000 18,208 18,208 406,481 CHF 406,845 CHF 95.27% 95.27%
03/07/2024 0.10% 22.19 CHF 22.21 CHF 46,000 46,000 22,955 22,955 494,507 CHF 494,967 CHF 96.21% 96.21%
02/07/2024 0.13% 20.16 CHF 20.18 CHF 49,000 49,000 24,457 24,457 452,896 CHF 453,433 CHF 99.08% 99.08%

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