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 0.20% 41.55 CHF 41.60 CHF 6,400 6,400 2,904 2,904 116,064 CHF 116,252 CHF 99.56% 99.56%
12/07/2024 0.21% 41.60 CHF 41.65 CHF 5,900 5,900 2,642 2,642 110,400 CHF 110,599 CHF 98.41% 98.41%
11/07/2024 0.28% 47.70 CHF 47.75 CHF 4,900 4,900 2,242 2,242 115,549 CHF 115,804 CHF 99.92% 99.92%
10/07/2024 0.30% 51.90 CHF 52.00 CHF 5,000 5,000 2,265 2,265 118,144 CHF 118,440 CHF 99.99% 99.99%
09/07/2024 0.30% 52.10 CHF 52.20 CHF 5,000 5,000 2,265 2,265 119,012 CHF 119,308 CHF 100.00% 100.00%
08/07/2024 0.28% 51.70 CHF 51.80 CHF 4,700 4,700 2,114 2,114 114,693 CHF 114,969 CHF 99.89% 99.89%
05/07/2024 0.20% 53.00 CHF 53.10 CHF 5,500 5,500 2,558 2,558 122,412 CHF 122,622 CHF 99.14% 99.14%
04/07/2024 0.22% 46.30 CHF 46.40 CHF 2,300 2,300 1,874 1,874 85,639 CHF 85,827 CHF 99.90% 99.90%
03/07/2024 0.21% 45.10 CHF 45.15 CHF 5,800 5,800 2,606 2,606 118,521 CHF 118,717 CHF 96.93% 96.93%
02/07/2024 0.21% 43.65 CHF 43.70 CHF 5,900 5,900 2,663 2,663 114,542 CHF 114,745 CHF 99.98% 99.98%

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