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 0.40% 12.65 CHF 12.70 CHF 70,000 70,000 69,343 69,340 870,820 CHF 874,254 CHF 99.99% 99.99%
12/07/2024 0.41% 12.45 CHF 12.50 CHF 70,000 70,000 69,495 69,495 852,974 CHF 856,452 CHF 99.74% 99.74%
11/07/2024 0.41% 12.25 CHF 12.30 CHF 70,000 70,000 69,379 69,379 844,815 CHF 848,287 CHF 99.90% 99.90%
10/07/2024 0.43% 11.90 CHF 11.95 CHF 70,000 70,000 69,467 69,467 821,503 CHF 824,979 CHF 99.80% 99.80%
09/07/2024 0.42% 11.80 CHF 11.85 CHF 70,000 70,000 69,389 69,389 823,210 CHF 826,683 CHF 99.90% 99.90%
08/07/2024 0.42% 12.00 CHF 12.05 CHF 70,000 70,000 69,533 69,533 829,248 CHF 832,727 CHF 99.70% 99.70%
05/07/2024 0.42% 11.85 CHF 11.90 CHF 70,000 70,000 69,447 69,446 824,072 CHF 827,526 CHF 99.57% 99.57%
04/07/2024 0.42% 11.90 CHF 11.95 CHF 70,000 70,000 69,503 69,503 830,219 CHF 833,697 CHF 99.75% 99.75%
03/07/2024 0.42% 11.90 CHF 11.95 CHF 70,000 70,000 69,444 69,444 831,962 CHF 835,437 CHF 99.84% 99.84%
02/07/2024 0.43% 11.80 CHF 11.85 CHF 70,000 70,000 69,344 69,343 813,536 CHF 816,996 CHF 100.00% 100.00%

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