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 0.12% 8.02 CHF 8.03 CHF 9,200 9,200 9,143 9,143 76,290 CHF 76,381 CHF 100.00% 100.00%
12/07/2024 0.12% 8.68 CHF 8.69 CHF 9,300 9,300 9,335 9,335 78,437 CHF 78,530 CHF 100.00% 100.00%
11/07/2024 0.13% 8.33 CHF 8.34 CHF 10,100 10,100 10,135 10,135 80,109 CHF 80,211 CHF 99.86% 99.86%
10/07/2024 0.14% 7.42 CHF 7.43 CHF 10,500 10,500 10,457 10,457 76,466 CHF 76,570 CHF 99.99% 99.99%
09/07/2024 0.13% 7.66 CHF 7.67 CHF 10,200 10,200 9,845 9,845 76,813 CHF 76,911 CHF 99.74% 99.74%
08/07/2024 0.12% 7.95 CHF 7.96 CHF 9,400 9,400 9,356 9,356 76,249 CHF 76,342 CHF 99.26% 99.26%
05/07/2024 0.12% 8.29 CHF 8.30 CHF 9,400 9,400 9,361 9,361 79,096 CHF 79,190 CHF 100.00% 100.00%
04/07/2024 0.12% 8.38 CHF 8.39 CHF 9,700 9,700 9,660 9,660 78,766 CHF 78,863 CHF 99.55% 99.55%
03/07/2024 0.13% 7.94 CHF 7.95 CHF 9,900 9,900 9,945 9,945 78,716 CHF 78,816 CHF 100.00% 100.00%
02/07/2024 0.13% 7.65 CHF 7.66 CHF 10,000 10,000 9,926 9,926 76,853 CHF 76,953 CHF 99.99% 99.99%

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