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 0.39% 35.40 CHF 35.45 CHF 3,760 3,760 2,543 2,543 88,656 CHF 88,969 CHF 100.00% 100.00%
12/07/2024 0.38% 35.35 CHF 35.40 CHF 3,760 3,760 2,506 2,506 88,977 CHF 89,284 CHF 100.00% 100.00%
11/07/2024 0.36% 36.85 CHF 36.90 CHF 3,630 3,630 2,377 2,377 90,006 CHF 90,297 CHF 99.90% 99.90%
10/07/2024 0.36% 37.95 CHF 38.00 CHF 3,540 3,540 2,363 2,363 89,715 CHF 90,007 CHF 99.58% 99.58%
09/07/2024 0.36% 37.95 CHF 38.00 CHF 3,540 3,540 2,358 2,358 89,630 CHF 89,921 CHF 99.40% 99.40%
08/07/2024 0.35% 37.85 CHF 37.90 CHF 3,550 3,550 2,341 2,341 90,096 CHF 90,383 CHF 100.00% 100.00%
05/07/2024 0.37% 38.00 CHF 38.05 CHF 3,540 3,540 2,443 2,443 89,198 CHF 89,500 CHF 99.90% 99.90%
04/07/2024 0.56% 36.25 CHF 36.45 CHF 734 734 729 729 26,338 CHF 26,483 CHF 99.52% 99.52%
03/07/2024 0.37% 36.05 CHF 36.10 CHF 3,690 3,690 2,458 2,458 89,041 CHF 89,342 CHF 99.66% 99.66%
02/07/2024 0.38% 35.75 CHF 35.80 CHF 3,700 3,700 2,482 2,482 88,204 CHF 88,510 CHF 99.47% 99.47%

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