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 0.09% 10.90 CHF 10.91 CHF 100,000 100,000 100,000 100,000 1,067,290 CHF 1,068,290 CHF 99.76% 99.76%
12/07/2024 0.09% 10.85 CHF 10.86 CHF 100,000 100,000 99,971 99,971 1,071,650 CHF 1,072,650 CHF 98.92% 98.92%
11/07/2024 0.14% 11.49 CHF 11.50 CHF 100,000 100,000 95,185 95,185 1,054,600 CHF 1,055,670 CHF 97.13% 97.13%
10/07/2024 0.09% 10.89 CHF 10.90 CHF 100,000 100,000 100,000 100,000 1,094,690 CHF 1,095,690 CHF 100.00% 100.00%
09/07/2024 0.09% 10.66 CHF 10.67 CHF 100,000 100,000 100,000 100,000 1,096,460 CHF 1,097,460 CHF 100.00% 100.00%
08/07/2024 0.09% 10.97 CHF 10.98 CHF 100,000 100,000 100,000 100,000 1,097,230 CHF 1,098,230 CHF 99.99% 99.99%
05/07/2024 0.09% 11.14 CHF 11.15 CHF 100,000 100,000 99,967 99,967 1,070,800 CHF 1,071,800 CHF 97.18% 97.18%
04/07/2024 0.10% 10.48 CHF 10.49 CHF 100,000 100,000 100,000 100,000 1,045,950 CHF 1,046,950 CHF 97.76% 97.76%
03/07/2024 0.10% 10.60 CHF 10.61 CHF 100,000 100,000 100,000 100,000 1,037,100 CHF 1,038,100 CHF 99.37% 99.37%
02/07/2024 0.10% 9.89 CHF 9.90 CHF 100,000 100,000 100,000 100,000 963,020 CHF 964,020 CHF 99.91% 99.91%

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