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 0.15% 49.32 CHF 49.39 CHF 45,000 45,000 45,000 45,000 2,162,620 CHF 2,165,770 CHF 100.00% 100.00%
12/07/2024 0.15% 48.26 CHF 48.33 CHF 45,000 45,000 45,000 45,000 2,095,730 CHF 2,098,880 CHF 100.00% 100.00%
11/07/2024 0.16% 48.06 CHF 48.14 CHF 45,000 45,000 44,901 44,901 2,265,150 CHF 2,268,740 CHF 100.00% 100.00%
10/07/2024 0.16% 49.40 CHF 49.48 CHF 45,000 45,000 45,000 45,000 2,224,440 CHF 2,228,040 CHF 100.00% 100.00%
09/07/2024 0.16% 49.10 CHF 49.18 CHF 45,000 45,000 45,000 45,000 2,221,580 CHF 2,225,180 CHF 100.00% 100.00%
08/07/2024 0.15% 48.32 CHF 48.39 CHF 45,000 45,000 45,000 45,000 2,165,920 CHF 2,169,070 CHF 100.00% 100.00%
05/07/2024 0.15% 47.79 CHF 47.86 CHF 45,000 45,000 44,897 44,897 2,103,180 CHF 2,106,330 CHF 100.00% 100.00%
04/07/2024 0.15% 46.34 CHF 46.41 CHF 45,000 45,000 45,000 45,000 2,092,310 CHF 2,095,460 CHF 97.80% 97.80%
03/07/2024 0.16% 45.87 CHF 45.94 CHF 50,000 50,000 49,886 49,886 2,257,780 CHF 2,261,280 CHF 98.19% 98.19%
02/07/2024 0.16% 43.99 CHF 44.06 CHF 50,000 50,000 49,967 49,967 2,141,790 CHF 2,145,290 CHF 98.32% 98.32%

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