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 0.48% 51.45 CHF 51.70 CHF 20,000 20,000 20,000 20,000 1,036,210 CHF 1,041,210 CHF 99.38% 99.38%
12/07/2024 0.49% 51.70 CHF 51.95 CHF 20,000 20,000 20,000 20,000 1,020,890 CHF 1,025,890 CHF 99.38% 99.38%
11/07/2024 0.49% 50.70 CHF 50.95 CHF 20,000 20,000 20,000 20,000 1,010,000 CHF 1,015,000 CHF 99.36% 99.36%
10/07/2024 0.50% 50.20 CHF 50.45 CHF 20,000 20,000 20,000 20,000 996,485 CHF 1,001,480 CHF 99.38% 99.38%
09/07/2024 0.50% 49.80 CHF 50.05 CHF 20,000 20,000 20,000 20,000 1,001,580 CHF 1,006,580 CHF 99.37% 99.37%
08/07/2024 0.50% 50.10 CHF 50.35 CHF 20,000 20,000 20,000 20,000 999,275 CHF 1,004,270 CHF 99.36% 99.36%
05/07/2024 0.50% 49.75 CHF 50.00 CHF 20,000 20,000 20,000 20,000 1,006,670 CHF 1,011,670 CHF 99.34% 99.34%
04/07/2024 0.50% 50.40 CHF 50.65 CHF 20,000 20,000 20,000 20,000 1,006,860 CHF 1,011,860 CHF 99.17% 99.17%
03/07/2024 0.50% 50.20 CHF 50.45 CHF 20,000 20,000 20,000 20,000 1,002,120 CHF 1,007,120 CHF 99.16% 99.16%
02/07/2024 0.50% 49.65 CHF 49.90 CHF 20,000 20,000 20,000 20,000 989,981 CHF 994,981 CHF 98.67% 98.67%

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