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 0.56% 13.57 CHF 13.60 CHF 150,000 150,000 123,019 123,019 1,618,160 CHF 1,622,210 CHF 100.00% 100.00%
12/07/2024 0.55% 13.55 CHF 13.58 CHF 150,000 150,000 123,051 123,051 1,688,620 CHF 1,692,680 CHF 99.99% 99.99%
11/07/2024 0.57% 13.32 CHF 13.35 CHF 150,000 150,000 122,999 122,999 1,631,070 CHF 1,635,120 CHF 99.99% 99.99%
10/07/2024 0.57% 13.19 CHF 13.22 CHF 150,000 150,000 123,008 123,008 1,616,580 CHF 1,620,630 CHF 100.00% 100.00%
09/07/2024 0.60% 12.78 CHF 12.81 CHF 150,000 150,000 122,869 122,869 1,535,090 CHF 1,539,140 CHF 99.99% 99.99%
08/07/2024 0.60% 12.31 CHF 12.34 CHF 150,000 150,000 123,024 123,024 1,561,200 CHF 1,565,250 CHF 100.00% 100.00%
05/07/2024 0.73% 12.44 CHF 12.47 CHF 150,000 150,000 122,083 122,083 1,510,430 CHF 1,514,240 CHF 100.00% 100.00%
04/07/2024 1.57% 12.48 CHF 12.63 CHF 15,000 15,000 12,302 12,302 153,654 CHF 155,537 CHF 100.00% 100.00%
03/07/2024 0.61% 12.81 CHF 12.84 CHF 150,000 150,000 123,046 123,046 1,582,360 CHF 1,586,430 CHF 100.00% 100.00%
02/07/2024 0.66% 12.26 CHF 12.29 CHF 150,000 150,000 123,018 123,018 1,459,560 CHF 1,463,640 CHF 100.00% 100.00%

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