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 0.46% 10.80 CHF 10.85 CHF 17,000 17,000 16,375 16,375 180,740 CHF 181,559 CHF 100.00% 100.00%
12/07/2024 0.46% 11.10 CHF 11.15 CHF 16,500 16,500 16,345 16,345 180,247 CHF 181,065 CHF 100.00% 100.00%
11/07/2024 0.46% 11.05 CHF 11.10 CHF 16,500 16,500 16,345 16,345 180,745 CHF 181,563 CHF 100.00% 100.00%
10/07/2024 0.46% 11.00 CHF 11.05 CHF 16,500 16,500 16,345 16,345 178,696 CHF 179,514 CHF 99.95% 99.95%
09/07/2024 0.45% 11.10 CHF 11.15 CHF 16,500 16,500 16,345 16,345 181,475 CHF 182,294 CHF 100.00% 100.00%
08/07/2024 0.46% 10.85 CHF 10.90 CHF 16,500 16,500 16,350 16,350 177,322 CHF 178,140 CHF 100.00% 100.00%
05/07/2024 0.47% 10.70 CHF 10.75 CHF 17,000 17,000 16,540 16,540 178,674 CHF 179,502 CHF 100.00% 100.00%
04/07/2024 0.46% 10.90 CHF 10.95 CHF 16,500 16,500 16,392 16,392 178,096 CHF 178,917 CHF 100.00% 100.00%
03/07/2024 0.47% 10.90 CHF 10.95 CHF 16,500 16,500 16,462 16,462 178,025 CHF 178,849 CHF 99.87% 99.87%
02/07/2024 0.48% 10.75 CHF 10.80 CHF 16,500 16,500 16,827 16,827 177,975 CHF 178,823 CHF 100.00% 100.00%

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