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% 23.23 CHF 23.25 CHF 43,000 43,000 21,691 21,691 494,069 CHF 494,505 CHF 97.62% 97.62%
12/07/2024 0.10% 21.25 CHF 21.27 CHF 45,000 45,000 23,674 23,674 475,942 CHF 476,417 CHF 99.70% 99.70%
11/07/2024 0.09% 23.13 CHF 23.15 CHF 43,000 43,000 21,115 21,115 493,429 CHF 493,855 CHF 99.81% 99.81%
10/07/2024 0.09% 23.18 CHF 23.20 CHF 43,000 43,000 21,314 21,314 494,855 CHF 495,282 CHF 99.99% 99.99%
09/07/2024 0.09% 22.69 CHF 22.71 CHF 44,000 44,000 22,577 22,577 496,273 CHF 496,725 CHF 99.14% 99.14%
08/07/2024 0.10% 22.25 CHF 22.27 CHF 44,000 44,000 22,721 22,721 485,912 CHF 486,367 CHF 99.97% 99.97%
05/07/2024 0.09% 21.44 CHF 21.46 CHF 45,000 45,000 22,666 22,666 485,616 CHF 486,070 CHF 98.91% 98.91%
04/07/2024 0.10% 21.06 CHF 21.08 CHF 23,000 23,000 18,201 18,201 379,467 CHF 379,831 CHF 95.27% 95.27%
03/07/2024 0.10% 20.72 CHF 20.74 CHF 46,000 46,000 22,948 22,948 460,418 CHF 460,878 CHF 96.19% 96.19%
02/07/2024 0.15% 18.69 CHF 18.71 CHF 49,000 49,000 24,466 24,466 416,798 CHF 417,335 CHF 99.13% 99.13%

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