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% 11.52 CHF 11.53 CHF 61,000 61,000 27,131 27,131 311,906 CHF 312,263 CHF 99.76% 99.76%
12/07/2024 0.14% 11.79 CHF 11.80 CHF 60,000 60,000 27,034 27,034 309,755 CHF 310,111 CHF 99.88% 99.88%
11/07/2024 0.13% 11.43 CHF 11.44 CHF 61,000 61,000 26,798 26,798 309,468 CHF 309,822 CHF 99.60% 99.60%
10/07/2024 0.14% 11.52 CHF 11.53 CHF 61,000 61,000 27,123 27,123 307,336 CHF 307,693 CHF 99.77% 99.77%
09/07/2024 0.14% 11.01 CHF 11.02 CHF 63,000 63,000 27,620 27,620 306,904 CHF 307,266 CHF 99.46% 99.46%
08/07/2024 0.15% 10.77 CHF 10.78 CHF 64,000 64,000 28,028 28,028 301,443 CHF 301,810 CHF 99.71% 99.71%
05/07/2024 0.15% 10.49 CHF 10.50 CHF 65,000 65,000 29,183 29,183 295,402 CHF 295,785 CHF 99.34% 99.34%
04/07/2024 0.15% 9.82 CHF 9.83 CHF 24,000 24,000 20,318 20,318 201,021 CHF 201,314 CHF 97.59% 97.59%
03/07/2024 0.16% 9.88 CHF 9.89 CHF 68,000 68,000 29,259 29,259 289,043 CHF 289,428 CHF 97.76% 97.76%
02/07/2024 0.17% 9.43 CHF 9.44 CHF 70,000 70,000 30,613 30,613 285,261 CHF 285,663 CHF 99.99% 99.99%

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