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 0.44% 22.00 CHF 22.05 CHF 3,060 3,060 2,056 2,056 44,629 CHF 44,811 CHF 100.00% 100.00%
12/07/2024 0.44% 21.75 CHF 21.80 CHF 3,070 3,070 2,051 2,051 44,703 CHF 44,884 CHF 100.00% 100.00%
11/07/2024 0.42% 21.80 CHF 21.85 CHF 3,060 3,060 2,007 2,007 45,350 CHF 45,527 CHF 99.86% 99.86%
10/07/2024 0.43% 22.45 CHF 22.50 CHF 3,010 3,010 2,006 2,006 45,152 CHF 45,329 CHF 100.00% 100.00%
09/07/2024 0.42% 22.70 CHF 22.75 CHF 2,980 2,980 1,982 1,982 45,425 CHF 45,600 CHF 99.66% 99.66%
08/07/2024 0.42% 22.85 CHF 22.90 CHF 2,970 2,970 1,983 1,983 45,598 CHF 45,773 CHF 100.00% 100.00%
05/07/2024 0.43% 22.95 CHF 23.00 CHF 2,970 2,970 2,003 2,003 45,288 CHF 45,465 CHF 100.00% 100.00%
04/07/2024 0.67% 22.40 CHF 22.55 CHF 602 602 593 593 13,358 CHF 13,447 CHF 99.50% 99.50%
03/07/2024 0.43% 22.50 CHF 22.55 CHF 3,000 3,000 2,010 2,010 45,050 CHF 45,228 CHF 99.66% 99.66%
02/07/2024 0.43% 22.25 CHF 22.30 CHF 3,010 3,010 2,014 2,014 44,625 CHF 44,804 CHF 99.98% 99.98%

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