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 0.17% 11.49 CHF 11.51 CHF 77,100 77,100 77,100 77,100 919,912 CHF 921,454 CHF 99.98% 99.98%
12/07/2024 0.16% 12.84 CHF 12.86 CHF 83,800 83,800 83,800 83,800 1,024,690 CHF 1,026,370 CHF 100.00% 100.00%
11/07/2024 0.18% 11.65 CHF 11.67 CHF 87,800 87,800 87,800 87,800 996,529 CHF 998,285 CHF 99.98% 99.98%
10/07/2024 0.19% 10.93 CHF 10.95 CHF 93,000 93,000 93,000 93,000 990,035 CHF 991,895 CHF 99.99% 99.99%
09/07/2024 0.19% 9.99 CHF 10.01 CHF 82,600 82,600 82,508 82,508 890,202 CHF 891,854 CHF 99.99% 99.99%
08/07/2024 0.16% 11.79 CHF 11.81 CHF 78,800 78,800 78,800 78,800 980,974 CHF 982,550 CHF 99.99% 99.99%
05/07/2024 0.16% 12.18 CHF 12.20 CHF 77,300 77,300 77,300 77,300 986,923 CHF 988,469 CHF 99.64% 99.64%
04/07/2024 0.16% 12.64 CHF 12.66 CHF 81,700 81,700 81,700 81,700 1,019,680 CHF 1,021,320 CHF 99.27% 99.27%
03/07/2024 0.17% 11.90 CHF 11.92 CHF 88,700 88,700 88,700 88,700 1,044,660 CHF 1,046,440 CHF 100.00% 100.00%
02/07/2024 0.19% 10.73 CHF 10.75 CHF 86,700 86,700 86,700 86,700 898,924 CHF 900,658 CHF 99.99% 99.99%

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