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% 29.31 CHF 29.60 CHF 10,040 11,302 10,368 11,417 304,148 CHF 338,241 CHF 100.00% 100.00%
12/07/2024 0.99% 29.37 CHF 29.67 CHF 11,370 5,955 11,489 7,045 335,791 CHF 207,907 CHF 100.00% 100.00%
11/07/2024 0.99% 29.21 CHF 29.50 CHF 11,785 10,755 11,808 11,582 345,192 CHF 341,949 CHF 100.00% 100.00%
10/07/2024 1.00% 29.11 CHF 29.40 CHF 7,108 4,482 7,503 5,060 217,389 CHF 148,056 CHF 100.00% 100.00%
09/07/2024 1.00% 28.93 CHF 29.22 CHF 11,719 9,610 11,725 10,278 339,845 CHF 300,890 CHF 100.00% 100.00%
08/07/2024 1.00% 28.96 CHF 29.25 CHF 11,532 6,378 11,717 6,956 339,072 CHF 203,290 CHF 99.95% 99.95%
05/07/2024 1.00% 28.91 CHF 29.20 CHF 11,948 9,818 11,950 10,240 345,714 CHF 299,214 CHF 100.00% 100.00%
04/07/2024 1.00% 28.94 CHF 29.23 CHF 11,983 9,811 11,983 10,146 346,988 CHF 296,722 CHF 100.00% 100.00%
03/07/2024 1.00% 28.92 CHF 29.21 CHF 10,583 8,155 11,120 11,632 320,812 CHF 338,961 CHF 99.93% 99.93%
02/07/2024 0.99% 28.73 CHF 29.02 CHF 12,000 12,000 11,728 27,485 337,155 CHF 798,176 CHF 100.00% 100.00%

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