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 0.15% 13.46 CHF 13.48 CHF 101,900 101,900 101,900 101,900 1,316,060 CHF 1,318,100 CHF 99.98% 99.98%
12/07/2024 0.17% 12.84 CHF 12.86 CHF 106,800 106,800 106,800 106,800 1,284,350 CHF 1,286,490 CHF 99.95% 99.95%
11/07/2024 0.16% 12.30 CHF 12.32 CHF 98,200 98,200 98,200 98,200 1,260,420 CHF 1,262,380 CHF 99.83% 99.83%
10/07/2024 0.17% 12.09 CHF 12.11 CHF 107,100 107,100 107,100 107,100 1,287,340 CHF 1,289,480 CHF 100.00% 100.00%
09/07/2024 0.17% 11.90 CHF 11.92 CHF 107,600 107,600 107,600 107,600 1,284,720 CHF 1,286,870 CHF 99.99% 99.99%
08/07/2024 0.17% 11.71 CHF 11.73 CHF 108,200 108,200 108,200 108,200 1,255,580 CHF 1,257,750 CHF 98.70% 98.70%
05/07/2024 0.09% 11.33 CHF 11.34 CHF 113,100 113,100 113,100 113,100 1,252,130 CHF 1,253,260 CHF 99.45% 99.45%
04/07/2024 0.09% 11.02 CHF 11.03 CHF 56,600 56,600 100,751 100,751 1,120,420 CHF 1,121,430 CHF 100.00% 100.00%
03/07/2024 0.09% 10.85 CHF 10.86 CHF 118,200 118,200 118,200 118,200 1,259,330 CHF 1,260,510 CHF 100.00% 100.00%
02/07/2024 0.10% 10.09 CHF 10.10 CHF 124,500 124,500 124,500 124,500 1,207,640 CHF 1,208,880 CHF 99.70% 99.70%

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