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% 22.29 CHF 22.31 CHF 43,000 43,000 21,654 21,654 472,959 CHF 473,394 CHF 98.53% 98.53%
12/07/2024 0.11% 20.32 CHF 20.34 CHF 45,000 45,000 23,630 23,630 453,587 CHF 454,060 CHF 99.52% 99.52%
11/07/2024 0.09% 22.19 CHF 22.21 CHF 43,000 43,000 21,118 21,118 473,691 CHF 474,116 CHF 99.82% 99.82%
10/07/2024 0.09% 22.24 CHF 22.26 CHF 43,000 43,000 21,278 21,278 474,056 CHF 474,483 CHF 99.82% 99.82%
09/07/2024 0.10% 21.75 CHF 21.77 CHF 44,000 44,000 22,571 22,571 475,213 CHF 475,665 CHF 98.74% 98.74%
08/07/2024 0.10% 21.32 CHF 21.34 CHF 44,000 44,000 22,710 22,710 464,756 CHF 465,212 CHF 99.93% 99.93%
05/07/2024 0.10% 20.51 CHF 20.53 CHF 45,000 45,000 22,636 22,636 464,063 CHF 464,517 CHF 98.78% 98.78%
04/07/2024 0.10% 20.14 CHF 20.16 CHF 23,000 23,000 18,208 18,208 362,828 CHF 363,192 CHF 95.27% 95.27%
03/07/2024 0.11% 19.80 CHF 19.82 CHF 46,000 46,000 22,836 22,836 437,146 CHF 437,604 CHF 95.51% 95.51%
02/07/2024 0.15% 17.78 CHF 17.80 CHF 49,000 49,000 24,475 24,475 395,068 CHF 395,605 CHF 99.09% 99.09%

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