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 0.13% 12.21 CHF 12.22 CHF 61,000 61,000 27,132 27,132 330,643 CHF 331,000 CHF 99.75% 99.75%
12/07/2024 0.13% 12.48 CHF 12.49 CHF 60,000 60,000 27,032 27,032 328,386 CHF 328,742 CHF 99.87% 99.87%
11/07/2024 0.13% 12.12 CHF 12.13 CHF 61,000 61,000 26,790 26,790 327,863 CHF 328,216 CHF 99.66% 99.66%
10/07/2024 0.13% 12.21 CHF 12.22 CHF 61,000 61,000 27,123 27,123 326,108 CHF 326,465 CHF 99.77% 99.77%
09/07/2024 0.13% 11.70 CHF 11.71 CHF 63,000 63,000 27,621 27,621 326,012 CHF 326,374 CHF 99.47% 99.47%
08/07/2024 0.14% 11.46 CHF 11.47 CHF 64,000 64,000 28,029 28,029 320,819 CHF 321,186 CHF 99.72% 99.72%
05/07/2024 0.14% 11.18 CHF 11.19 CHF 65,000 65,000 29,187 29,187 315,601 CHF 315,984 CHF 99.36% 99.36%
04/07/2024 0.14% 10.51 CHF 10.52 CHF 24,000 24,000 20,318 20,318 215,093 CHF 215,385 CHF 97.60% 97.60%
03/07/2024 0.15% 10.57 CHF 10.58 CHF 68,000 68,000 29,152 29,152 308,186 CHF 308,571 CHF 97.13% 97.13%
02/07/2024 0.16% 10.12 CHF 10.13 CHF 70,000 70,000 30,618 30,618 306,597 CHF 306,999 CHF 100.00% 100.00%

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