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 0.41% 12.50 CHF 12.55 CHF 70,000 70,000 69,494 69,494 862,435 CHF 865,912 CHF 99.73% 99.73%
12/07/2024 0.41% 12.30 CHF 12.35 CHF 70,000 70,000 69,495 69,495 842,635 CHF 846,113 CHF 99.75% 99.75%
11/07/2024 0.42% 12.10 CHF 12.15 CHF 70,000 70,000 69,376 69,376 834,405 CHF 837,877 CHF 99.29% 99.29%
10/07/2024 0.43% 11.75 CHF 11.80 CHF 70,000 70,000 69,467 69,467 811,132 CHF 814,608 CHF 99.81% 99.81%
09/07/2024 0.43% 11.65 CHF 11.70 CHF 70,000 70,000 69,390 69,390 812,865 CHF 816,338 CHF 99.92% 99.92%
08/07/2024 0.43% 11.85 CHF 11.90 CHF 70,000 70,000 69,534 69,534 818,972 CHF 822,451 CHF 99.70% 99.70%
05/07/2024 0.43% 11.70 CHF 11.75 CHF 70,000 70,000 69,448 69,446 813,801 CHF 817,258 CHF 99.57% 99.57%
04/07/2024 0.43% 11.75 CHF 11.80 CHF 70,000 70,000 69,503 69,503 819,821 CHF 823,299 CHF 99.75% 99.75%
03/07/2024 0.43% 11.75 CHF 11.80 CHF 70,000 70,000 69,444 69,444 821,593 CHF 825,068 CHF 99.84% 99.84%
02/07/2024 0.44% 11.65 CHF 11.70 CHF 70,000 70,000 69,344 69,343 803,159 CHF 806,618 CHF 100.00% 100.00%

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