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 0.09% 22.32 CHF 22.34 CHF 43,000 43,000 21,691 21,691 474,349 CHF 474,784 CHF 97.62% 97.62%
12/07/2024 0.11% 20.34 CHF 20.36 CHF 45,000 45,000 23,681 23,681 454,531 CHF 455,006 CHF 99.72% 99.72%
11/07/2024 0.09% 22.22 CHF 22.24 CHF 43,000 43,000 21,117 21,117 474,232 CHF 474,658 CHF 99.84% 99.84%
10/07/2024 0.09% 22.27 CHF 22.29 CHF 43,000 43,000 21,316 21,316 475,453 CHF 475,881 CHF 100.00% 100.00%
09/07/2024 0.10% 21.77 CHF 21.79 CHF 44,000 44,000 22,574 22,574 475,601 CHF 476,053 CHF 99.13% 99.13%
08/07/2024 0.10% 21.34 CHF 21.36 CHF 44,000 44,000 22,718 22,718 465,190 CHF 465,645 CHF 99.96% 99.96%
05/07/2024 0.10% 20.52 CHF 20.54 CHF 45,000 45,000 22,664 22,664 464,896 CHF 465,351 CHF 98.90% 98.90%
04/07/2024 0.10% 20.15 CHF 20.17 CHF 23,000 23,000 18,208 18,208 362,961 CHF 363,325 CHF 95.27% 95.27%
03/07/2024 0.11% 19.80 CHF 19.82 CHF 46,000 46,000 22,947 22,947 439,407 CHF 439,867 CHF 96.20% 96.20%
02/07/2024 0.15% 17.77 CHF 17.79 CHF 49,000 49,000 24,457 24,457 394,184 CHF 394,721 CHF 99.08% 99.08%

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