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 0.43% 11.50 CHF 11.55 CHF 52,000 52,000 50,625 50,625 596,175 CHF 598,709 CHF 100.00% 100.00%
12/07/2024 0.43% 11.80 CHF 11.85 CHF 53,000 53,000 52,502 52,502 611,067 CHF 613,695 CHF 100.00% 100.00%
11/07/2024 0.44% 11.40 CHF 11.45 CHF 54,000 54,000 53,501 53,501 607,943 CHF 610,621 CHF 99.26% 99.26%
10/07/2024 0.47% 11.00 CHF 11.05 CHF 56,000 56,000 56,374 56,374 605,241 CHF 608,062 CHF 100.00% 100.00%
09/07/2024 0.47% 10.65 CHF 10.70 CHF 56,000 56,000 55,513 55,513 600,519 CHF 603,297 CHF 100.00% 100.00%
08/07/2024 0.47% 10.65 CHF 10.70 CHF 57,000 57,000 56,464 56,464 602,949 CHF 605,775 CHF 100.00% 100.00%
05/07/2024 0.47% 10.50 CHF 10.55 CHF 56,000 56,000 55,472 55,472 596,471 CHF 599,248 CHF 99.76% 99.76%
04/07/2024 0.47% 10.80 CHF 10.85 CHF 57,000 57,000 56,465 56,465 603,716 CHF 606,542 CHF 100.00% 100.00%
03/07/2024 0.48% 10.60 CHF 10.65 CHF 57,000 57,000 56,465 56,465 597,994 CHF 600,820 CHF 100.00% 100.00%
02/07/2024 0.49% 10.50 CHF 10.55 CHF 56,000 56,000 56,456 56,456 582,032 CHF 584,858 CHF 99.82% 99.82%

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