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 0.10% 10.14 CHF 10.15 CHF 100,000 100,000 100,000 100,000 991,339 CHF 992,339 CHF 99.76% 99.76%
12/07/2024 0.10% 10.09 CHF 10.10 CHF 100,000 100,000 99,971 99,971 995,695 CHF 996,695 CHF 98.93% 98.93%
11/07/2024 0.15% 10.73 CHF 10.74 CHF 100,000 100,000 95,178 95,178 982,111 CHF 983,183 CHF 97.16% 97.16%
10/07/2024 0.10% 10.13 CHF 10.14 CHF 100,000 100,000 100,000 100,000 1,018,530 CHF 1,019,530 CHF 100.00% 100.00%
09/07/2024 0.10% 9.90 CHF 9.91 CHF 100,000 100,000 100,000 100,000 1,020,330 CHF 1,021,330 CHF 99.94% 99.94%
08/07/2024 0.10% 10.21 CHF 10.22 CHF 100,000 100,000 100,000 100,000 1,021,280 CHF 1,022,280 CHF 99.99% 99.99%
05/07/2024 0.10% 10.38 CHF 10.39 CHF 100,000 100,000 99,967 99,967 994,730 CHF 995,731 CHF 97.26% 97.26%
04/07/2024 0.10% 9.72 CHF 9.73 CHF 100,000 100,000 100,000 100,000 969,717 CHF 970,717 CHF 97.88% 97.88%
03/07/2024 0.10% 9.84 CHF 9.85 CHF 100,000 100,000 100,000 100,000 960,656 CHF 961,656 CHF 99.40% 99.40%
02/07/2024 0.11% 9.13 CHF 9.14 CHF 100,000 100,000 100,000 100,000 886,496 CHF 887,496 CHF 99.96% 99.96%

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