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 0.14% 11.29 CHF 11.30 CHF 61,000 61,000 27,131 27,131 305,691 CHF 306,048 CHF 99.75% 99.75%
12/07/2024 0.14% 11.56 CHF 11.57 CHF 60,000 60,000 27,025 27,025 303,472 CHF 303,828 CHF 99.85% 99.85%
11/07/2024 0.14% 11.20 CHF 11.21 CHF 61,000 61,000 26,794 26,794 303,309 CHF 303,663 CHF 99.68% 99.68%
10/07/2024 0.14% 11.29 CHF 11.30 CHF 61,000 61,000 27,123 27,123 301,100 CHF 301,457 CHF 99.77% 99.77%
09/07/2024 0.14% 10.78 CHF 10.79 CHF 63,000 63,000 27,621 27,621 300,595 CHF 300,957 CHF 99.47% 99.47%
08/07/2024 0.15% 10.54 CHF 10.55 CHF 64,000 64,000 28,031 28,031 295,064 CHF 295,432 CHF 99.72% 99.72%
05/07/2024 0.16% 10.26 CHF 10.27 CHF 65,000 65,000 29,182 29,182 288,679 CHF 289,062 CHF 99.34% 99.34%
04/07/2024 0.16% 9.59 CHF 9.60 CHF 24,000 24,000 20,318 20,318 196,354 CHF 196,647 CHF 97.59% 97.59%
03/07/2024 0.16% 9.65 CHF 9.66 CHF 68,000 68,000 29,263 29,263 282,353 CHF 282,738 CHF 97.79% 97.79%
02/07/2024 0.17% 9.20 CHF 9.21 CHF 70,000 70,000 30,615 30,615 278,194 CHF 278,596 CHF 99.99% 99.99%

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