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 0.44% 11.45 CHF 11.50 CHF 80,000 80,000 79,422 79,422 903,738 CHF 907,713 CHF 99.75% 99.75%
12/07/2024 0.45% 11.25 CHF 11.30 CHF 80,000 80,000 79,423 79,423 881,860 CHF 885,834 CHF 99.76% 99.76%
11/07/2024 0.46% 11.05 CHF 11.10 CHF 80,000 80,000 79,291 79,291 871,481 CHF 875,449 CHF 99.87% 99.87%
10/07/2024 0.47% 10.70 CHF 10.75 CHF 80,000 80,000 79,398 79,398 844,880 CHF 848,853 CHF 99.79% 99.79%
09/07/2024 0.47% 10.60 CHF 10.65 CHF 80,000 80,000 79,309 79,307 847,165 CHF 851,116 CHF 99.87% 99.87%
08/07/2024 0.47% 10.85 CHF 10.90 CHF 80,000 80,000 79,473 79,473 853,719 CHF 857,696 CHF 99.69% 99.69%
05/07/2024 0.47% 10.70 CHF 10.75 CHF 80,000 80,000 79,376 79,374 848,266 CHF 852,216 CHF 99.82% 99.82%
04/07/2024 0.47% 10.75 CHF 10.80 CHF 80,000 80,000 79,438 79,438 854,902 CHF 858,878 CHF 99.74% 99.74%
03/07/2024 0.47% 10.70 CHF 10.75 CHF 80,000 80,000 79,370 79,370 857,198 CHF 861,170 CHF 99.83% 99.83%
02/07/2024 0.48% 10.60 CHF 10.65 CHF 80,000 80,000 79,248 79,245 835,928 CHF 839,866 CHF 99.72% 99.72%

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