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 0.38% 35.90 CHF 35.95 CHF 3,760 3,760 2,542 2,542 89,887 CHF 90,200 CHF 99.96% 99.96%
12/07/2024 0.38% 35.85 CHF 35.90 CHF 3,760 3,760 2,506 2,506 90,212 CHF 90,519 CHF 99.98% 99.98%
11/07/2024 0.35% 37.30 CHF 37.35 CHF 3,630 3,630 2,376 2,376 91,145 CHF 91,436 CHF 99.80% 99.80%
10/07/2024 0.35% 38.45 CHF 38.50 CHF 3,540 3,540 2,368 2,368 91,071 CHF 91,361 CHF 100.00% 100.00%
09/07/2024 0.35% 38.45 CHF 38.50 CHF 3,540 3,540 2,361 2,361 90,911 CHF 91,202 CHF 99.66% 99.66%
08/07/2024 0.35% 38.35 CHF 38.40 CHF 3,550 3,550 2,341 2,341 91,249 CHF 91,535 CHF 100.00% 100.00%
05/07/2024 0.37% 38.50 CHF 38.55 CHF 3,540 3,540 2,440 2,440 90,276 CHF 90,578 CHF 99.62% 99.62%
04/07/2024 0.55% 36.75 CHF 36.95 CHF 734 734 729 729 26,697 CHF 26,842 CHF 99.51% 99.51%
03/07/2024 0.37% 36.55 CHF 36.60 CHF 3,690 3,690 2,458 2,458 90,265 CHF 90,566 CHF 99.66% 99.66%
02/07/2024 0.38% 36.25 CHF 36.30 CHF 3,700 3,700 2,480 2,480 89,373 CHF 89,679 CHF 99.33% 99.33%

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