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 0.03% 36.44 CHF 36.45 CHF 50,000 50,000 20,773 20,773 755,847 CHF 756,055 CHF 95.85% 95.85%
12/07/2024 0.09% 36.69 CHF 36.70 CHF 50,000 50,000 14,117 14,117 510,359 CHF 510,530 CHF 97.65% 97.65%
11/07/2024 0.03% 36.47 CHF 36.48 CHF 50,000 50,000 20,878 20,878 789,421 CHF 789,630 CHF 96.34% 96.34%
10/07/2024 0.03% 37.97 CHF 37.98 CHF 50,000 50,000 20,749 20,749 783,617 CHF 783,825 CHF 97.28% 97.28%
09/07/2024 0.03% 37.18 CHF 37.19 CHF 50,000 50,000 20,761 20,761 767,874 CHF 768,081 CHF 97.97% 97.97%
08/07/2024 0.03% 35.78 CHF 35.79 CHF 50,000 50,000 20,767 20,767 739,010 CHF 739,218 CHF 97.79% 97.79%
05/07/2024 0.03% 35.39 CHF 35.40 CHF 50,000 50,000 20,864 20,864 743,975 CHF 744,183 CHF 96.05% 96.05%
04/07/2024 0.14% 35.59 CHF 35.64 CHF 1,250 1,250 1,250 1,250 44,469 CHF 44,532 CHF 97.98% 97.98%
03/07/2024 0.03% 34.98 CHF 34.99 CHF 50,000 50,000 21,164 21,164 718,150 CHF 718,361 CHF 93.56% 93.56%
02/07/2024 0.03% 33.84 CHF 33.85 CHF 50,000 50,000 20,798 20,798 708,431 CHF 708,639 CHF 97.64% 97.64%

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