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 0.73% 10.29 CHF 10.36 CHF 10,000 7,500 10,000 7,500 105,416 CHF 79,639 CHF 99.72% 99.72%
12/07/2024 0.75% 10.41 CHF 10.49 CHF 10,000 7,500 10,000 7,500 103,069 CHF 77,882 CHF 99.01% 99.01%
11/07/2024 0.74% 10.63 CHF 10.71 CHF 10,000 7,500 10,000 7,500 106,514 CHF 80,480 CHF 98.90% 98.90%
10/07/2024 0.71% 10.53 CHF 10.61 CHF 10,000 10,000 10,000 10,000 103,150 CHF 103,884 CHF 100.00% 100.00%
09/07/2024 0.72% 9.98 CHF 10.05 CHF 10,000 10,000 10,000 10,000 100,838 CHF 101,569 CHF 100.00% 100.00%
08/07/2024 0.68% 10.07 CHF 10.14 CHF 10,000 10,000 10,000 10,000 100,549 CHF 101,233 CHF 83.92% 83.92%
05/07/2024 0.72% 9.23 CHF 9.30 CHF 10,000 10,000 10,000 10,000 94,324 CHF 95,008 CHF 98.84% 98.84%
04/07/2024 0.71% 9.42 CHF 9.48 CHF 10,000 10,000 10,000 10,000 93,690 CHF 94,356 CHF 100.00% 100.00%
03/07/2024 0.78% 8.87 CHF 8.94 CHF 10,000 10,000 10,000 10,000 87,928 CHF 88,620 CHF 99.82% 99.82%
02/07/2024 0.80% 9.44 CHF 9.51 CHF 10,000 10,000 10,000 10,000 92,230 CHF 92,970 CHF 99.65% 99.65%

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