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 0.99% 27.04 CHF 27.31 CHF 9,997 7,612 9,997 8,008 270,503 CHF 218,839 CHF 100.00% 100.00%
12/07/2024 0.99% 27.08 CHF 27.35 CHF 9,989 6,271 9,989 6,947 269,864 CHF 189,538 CHF 100.00% 100.00%
11/07/2024 1.00% 26.97 CHF 27.24 CHF 9,702 7,401 9,708 7,857 261,998 CHF 214,170 CHF 100.00% 100.00%
10/07/2024 1.00% 26.93 CHF 27.20 CHF 9,904 9,286 9,928 9,938 266,583 CHF 269,534 CHF 100.00% 100.00%
09/07/2024 1.00% 26.81 CHF 27.08 CHF 6,022 9,513 6,455 9,945 173,253 CHF 269,632 CHF 100.00% 100.00%
08/07/2024 1.00% 26.82 CHF 27.09 CHF 9,675 6,966 9,684 7,279 259,495 CHF 197,005 CHF 99.96% 99.96%
05/07/2024 1.00% 26.81 CHF 27.08 CHF 9,962 9,879 9,963 9,894 267,274 CHF 268,089 CHF 100.00% 100.00%
04/07/2024 1.00% 26.79 CHF 27.06 CHF 8,664 568 9,022 1,839 241,691 CHF 49,724 CHF 100.00% 100.00%
03/07/2024 1.01% 26.72 CHF 26.99 CHF 7,915 8,356 9,906 9,876 264,351 CHF 266,233 CHF 99.93% 99.93%
02/07/2024 1.01% 26.64 CHF 26.91 CHF 9,818 6,580 9,823 6,915 261,915 CHF 186,249 CHF 100.00% 100.00%

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