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 0.11% 9.92 CHF 9.93 CHF 97,000 97,000 99,391 99,391 941,642 CHF 942,635 CHF 99.99% 99.99%
12/07/2024 0.11% 9.43 CHF 9.44 CHF 99,700 99,700 99,172 99,172 917,857 CHF 918,848 CHF 100.00% 100.00%
11/07/2024 0.11% 9.60 CHF 9.61 CHF 99,100 99,100 103,513 103,513 930,936 CHF 931,971 CHF 99.89% 99.89%
10/07/2024 0.12% 8.72 CHF 8.73 CHF 104,100 104,100 107,184 107,184 931,382 CHF 932,454 CHF 99.99% 99.99%
09/07/2024 0.12% 8.19 CHF 8.20 CHF 107,600 107,600 105,617 105,617 884,943 CHF 886,000 CHF 100.00% 100.00%
08/07/2024 0.12% 8.63 CHF 8.64 CHF 105,500 105,500 104,865 104,865 907,723 CHF 908,771 CHF 100.00% 100.00%
05/07/2024 0.12% 8.89 CHF 8.90 CHF 104,800 104,800 108,721 108,721 934,491 CHF 935,578 CHF 99.80% 99.80%
04/07/2024 0.12% 8.41 CHF 8.42 CHF 109,200 109,200 108,495 108,495 909,478 CHF 910,563 CHF 100.00% 100.00%
03/07/2024 0.12% 8.50 CHF 8.51 CHF 108,400 108,400 114,330 114,330 940,786 CHF 941,929 CHF 99.92% 99.92%
02/07/2024 0.13% 7.85 CHF 7.86 CHF 115,100 115,100 115,632 115,632 901,431 CHF 902,588 CHF 99.99% 99.99%

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