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 0.47% 105.90 CHF 106.40 CHF 25,000 25,000 25,000 25,000 2,676,340 CHF 2,688,840 CHF 99.38% 99.38%
12/07/2024 0.47% 106.90 CHF 107.40 CHF 25,000 25,000 25,000 25,000 2,679,320 CHF 2,691,820 CHF 90.88% 90.88%
11/07/2024 0.47% 105.90 CHF 106.40 CHF 25,000 25,000 25,000 25,000 2,663,200 CHF 2,675,700 CHF 99.37% 99.37%
10/07/2024 0.48% 104.90 CHF 105.40 CHF 25,000 25,000 25,000 25,000 2,597,520 CHF 2,610,020 CHF 99.36% 99.36%
09/07/2024 0.48% 103.80 CHF 104.30 CHF 25,000 25,000 25,000 25,000 2,604,980 CHF 2,617,480 CHF 67.73% 67.73%
08/07/2024 0.48% 103.90 CHF 104.40 CHF 25,000 25,000 25,000 25,000 2,593,180 CHF 2,605,680 CHF 99.38% 99.38%
05/07/2024 0.48% 103.10 CHF 103.60 CHF 25,000 25,000 25,000 25,000 2,592,060 CHF 2,604,560 CHF 99.08% 99.08%
04/07/2024 0.48% 103.90 CHF 104.40 CHF 25,000 25,000 25,000 25,000 2,587,310 CHF 2,599,810 CHF 98.56% 98.56%
03/07/2024 0.49% 102.50 CHF 103.00 CHF 25,000 25,000 25,000 25,000 2,565,570 CHF 2,578,070 CHF 99.34% 99.34%
02/07/2024 0.49% 102.60 CHF 103.10 CHF 25,000 25,000 25,000 25,000 2,556,030 CHF 2,568,530 CHF 99.38% 99.38%

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