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 1.01% 27.70 CHF 27.98 CHF 19,999 18,622 19,999 19,897 554,220 CHF 556,974 CHF 100.00% 100.00%
12/07/2024 1.01% 27.75 CHF 28.03 CHF 20,000 18,320 20,000 19,642 553,199 CHF 548,772 CHF 100.00% 100.00%
11/07/2024 1.01% 27.63 CHF 27.91 CHF 19,999 19,155 19,999 19,918 553,005 CHF 556,353 CHF 100.00% 100.00%
10/07/2024 1.01% 27.55 CHF 27.83 CHF 18,519 8,084 19,085 9,031 524,137 CHF 250,545 CHF 100.00% 100.00%
09/07/2024 1.01% 27.43 CHF 27.71 CHF 19,965 19,237 19,966 19,320 548,353 CHF 536,018 CHF 100.00% 100.00%
08/07/2024 1.02% 27.44 CHF 27.72 CHF 19,937 17,232 19,962 17,521 547,388 CHF 485,333 CHF 99.05% 99.05%
05/07/2024 1.02% 27.42 CHF 27.70 CHF 19,985 19,638 19,986 19,959 548,296 CHF 553,153 CHF 100.00% 100.00%
04/07/2024 1.02% 27.42 CHF 27.70 CHF 16,344 11,723 16,823 12,797 461,361 CHF 354,521 CHF 100.00% 100.00%
03/07/2024 0.99% 27.39 CHF 27.67 CHF 19,955 19,622 19,956 19,964 545,347 CHF 550,966 CHF 99.93% 99.93%
02/07/2024 0.99% 27.26 CHF 27.53 CHF 19,832 15,220 19,947 15,688 543,687 CHF 431,818 CHF 100.00% 100.00%

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