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 0.58% 13.32 CHF 13.35 CHF 150,000 150,000 123,020 123,020 1,587,080 CHF 1,591,140 CHF 100.00% 100.00%
12/07/2024 0.56% 13.29 CHF 13.32 CHF 150,000 150,000 123,052 123,052 1,657,530 CHF 1,661,590 CHF 100.00% 100.00%
11/07/2024 0.59% 13.07 CHF 13.10 CHF 150,000 150,000 123,005 123,005 1,600,020 CHF 1,604,080 CHF 100.00% 100.00%
10/07/2024 0.58% 12.94 CHF 12.97 CHF 150,000 150,000 123,008 123,008 1,585,380 CHF 1,589,430 CHF 100.00% 100.00%
09/07/2024 0.61% 12.53 CHF 12.56 CHF 150,000 150,000 122,898 122,898 1,504,280 CHF 1,508,340 CHF 100.00% 100.00%
08/07/2024 0.61% 12.06 CHF 12.09 CHF 150,000 150,000 123,024 123,024 1,530,050 CHF 1,534,100 CHF 100.00% 100.00%
05/07/2024 0.74% 12.18 CHF 12.21 CHF 150,000 150,000 122,083 122,083 1,479,490 CHF 1,483,310 CHF 100.00% 100.00%
04/07/2024 1.60% 12.23 CHF 12.38 CHF 15,000 15,000 12,302 12,302 150,517 CHF 152,400 CHF 100.00% 100.00%
03/07/2024 0.63% 12.55 CHF 12.58 CHF 150,000 150,000 123,045 123,045 1,551,060 CHF 1,555,130 CHF 100.00% 100.00%
02/07/2024 0.67% 12.01 CHF 12.04 CHF 150,000 150,000 123,017 123,017 1,428,190 CHF 1,432,260 CHF 100.00% 100.00%

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