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 0.31% 61.72 CHF 61.92 CHF 10,000 10,000 10,000 10,000 635,293 CHF 637,293 CHF 100.00% 100.00%
12/07/2024 0.30% 66.34 CHF 66.53 CHF 10,000 10,000 10,000 10,000 631,544 CHF 633,444 CHF 100.00% 100.00%
11/07/2024 0.30% 61.51 CHF 61.69 CHF 10,000 10,000 9,954 9,954 608,497 CHF 610,293 CHF 100.00% 100.00%
10/07/2024 0.29% 59.41 CHF 59.58 CHF 10,000 10,000 10,000 10,000 577,137 CHF 578,837 CHF 100.00% 100.00%
09/07/2024 0.32% 55.57 CHF 55.75 CHF 10,000 10,000 10,000 10,000 582,162 CHF 584,016 CHF 100.00% 100.00%
08/07/2024 0.30% 60.96 CHF 61.15 CHF 10,000 10,000 10,000 10,000 627,883 CHF 629,783 CHF 100.00% 100.00%
05/07/2024 0.30% 61.28 CHF 61.47 CHF 10,000 10,000 9,974 9,974 631,548 CHF 633,445 CHF 100.00% 100.00%
04/07/2024 0.31% 62.44 CHF 62.63 CHF 10,000 10,000 10,000 10,000 620,700 CHF 622,600 CHF 100.00% 100.00%
03/07/2024 0.30% 60.67 CHF 60.85 CHF 10,000 10,000 9,976 9,976 600,727 CHF 602,506 CHF 100.00% 100.00%
02/07/2024 0.33% 56.27 CHF 56.45 CHF 10,000 10,000 9,977 9,977 549,671 CHF 551,468 CHF 100.00% 100.00%

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