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% 10.40 CHF 10.45 CHF 30,000 30,000 29,718 29,718 313,315 CHF 314,802 CHF 100.00% 100.00%
12/07/2024 0.48% 10.55 CHF 10.60 CHF 30,000 30,000 29,719 29,719 311,193 CHF 312,681 CHF 100.00% 100.00%
11/07/2024 0.49% 10.35 CHF 10.40 CHF 30,000 30,000 29,719 29,719 306,916 CHF 308,404 CHF 100.00% 100.00%
10/07/2024 0.16% 10.10 CHF 10.15 CHF 30,000 30,000 29,719 29,719 296,859 CHF 297,342 CHF 100.00% 100.00%
09/07/2024 0.36% 9.94 CHF 9.95 CHF 30,000 30,000 29,719 29,719 297,995 CHF 299,070 CHF 100.00% 100.00%
08/07/2024 0.17% 9.96 CHF 9.97 CHF 30,000 30,000 29,719 29,719 295,992 CHF 296,498 CHF 100.00% 100.00%
05/07/2024 0.40% 9.88 CHF 9.89 CHF 30,000 30,000 29,718 29,718 296,793 CHF 297,959 CHF 100.00% 100.00%
04/07/2024 0.21% 10.00 CHF 10.05 CHF 30,000 30,000 29,719 29,718 296,131 CHF 296,738 CHF 100.00% 100.00%
03/07/2024 0.10% 9.93 CHF 9.94 CHF 30,000 30,000 29,719 29,719 294,748 CHF 295,045 CHF 100.00% 100.00%
02/07/2024 0.10% 9.87 CHF 9.88 CHF 30,000 30,000 29,717 29,717 290,032 CHF 290,329 CHF 99.31% 99.31%

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