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 2.33% 11.70 CHF 11.85 CHF 30,000 30,000 14,523 11,427 164,766 CHF 132,412 CHF 95.52% 95.52%
12/07/2024 2.31% 11.42 CHF 11.57 CHF 30,000 30,000 14,355 11,226 163,608 CHF 130,163 CHF 99.10% 99.10%
11/07/2024 2.05% 11.47 CHF 11.62 CHF 30,000 30,000 14,403 11,284 180,672 CHF 142,466 CHF 97.58% 97.58%
10/07/2024 2.12% 12.37 CHF 12.52 CHF 30,000 30,000 14,410 11,292 180,304 CHF 143,829 CHF 97.93% 97.93%
09/07/2024 2.00% 12.81 CHF 12.96 CHF 30,000 30,000 14,338 11,206 188,473 CHF 149,164 CHF 99.53% 99.53%
08/07/2024 1.97% 13.14 CHF 13.29 CHF 30,000 30,000 14,422 11,306 192,027 CHF 152,532 CHF 97.75% 97.75%
05/07/2024 2.09% 13.28 CHF 13.43 CHF 30,000 30,000 14,520 11,423 186,066 CHF 149,660 CHF 95.37% 95.37%
04/07/2024 2.36% 12.37 CHF 12.67 CHF 10,000 6,000 10,000 6,000 125,587 CHF 77,152 CHF 90.25% 90.25%
03/07/2024 2.14% 12.51 CHF 12.66 CHF 30,000 30,000 14,435 11,323 178,062 CHF 142,111 CHF 97.18% 97.18%
02/07/2024 2.22% 12.11 CHF 12.26 CHF 30,000 30,000 14,365 11,239 171,672 CHF 136,994 CHF 98.61% 98.61%

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