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% 22.77 CHF 22.79 CHF 43,000 43,000 21,684 21,684 483,998 CHF 484,433 CHF 98.26% 98.26%
12/07/2024 0.11% 20.79 CHF 20.81 CHF 45,000 45,000 23,677 23,677 465,263 CHF 465,738 CHF 99.72% 99.72%
11/07/2024 0.09% 22.67 CHF 22.69 CHF 43,000 43,000 21,113 21,113 483,805 CHF 484,231 CHF 99.92% 99.92%
10/07/2024 0.09% 22.72 CHF 22.74 CHF 43,000 43,000 21,314 21,314 485,140 CHF 485,567 CHF 99.99% 99.99%
09/07/2024 0.10% 22.23 CHF 22.25 CHF 44,000 44,000 22,573 22,573 485,918 CHF 486,370 CHF 99.13% 99.13%
08/07/2024 0.10% 21.80 CHF 21.82 CHF 44,000 44,000 22,720 22,720 475,575 CHF 476,031 CHF 99.97% 99.97%
05/07/2024 0.10% 20.98 CHF 21.00 CHF 45,000 45,000 22,670 22,670 475,377 CHF 475,832 CHF 98.92% 98.92%
04/07/2024 0.10% 20.61 CHF 20.63 CHF 23,000 23,000 18,208 18,208 371,303 CHF 371,667 CHF 95.28% 95.28%
03/07/2024 0.11% 20.26 CHF 20.28 CHF 46,000 46,000 22,946 22,946 449,919 CHF 450,379 CHF 96.20% 96.20%
02/07/2024 0.15% 18.23 CHF 18.25 CHF 49,000 49,000 24,458 24,458 405,452 CHF 405,988 CHF 99.09% 99.09%

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