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 1.08% 8.61 CHF 8.66 CHF 30,000 30,000 14,355 11,226 119,403 CHF 94,701 CHF 99.32% 99.32%
12/07/2024 1.07% 8.31 CHF 8.36 CHF 30,000 30,000 14,344 11,212 118,763 CHF 93,649 CHF 99.65% 99.65%
11/07/2024 1.93% 8.47 CHF 8.57 CHF 20,000 20,000 12,176 7,481 110,122 CHF 68,019 CHF 99.15% 99.15%
10/07/2024 1.96% 9.11 CHF 9.21 CHF 20,000 20,000 12,174 7,478 110,178 CHF 69,004 CHF 99.59% 99.59%
09/07/2024 1.96% 9.11 CHF 9.21 CHF 20,000 20,000 12,172 7,476 109,960 CHF 68,965 CHF 99.65% 99.65%
08/07/2024 1.96% 9.00 CHF 9.10 CHF 20,000 20,000 12,170 7,472 109,260 CHF 67,783 CHF 99.63% 99.63%
05/07/2024 1.03% 9.15 CHF 9.20 CHF 20,000 20,000 12,201 7,521 106,025 CHF 66,795 CHF 98.33% 98.33%
04/07/2024 1.18% 8.47 CHF 8.57 CHF 10,000 4,000 10,000 4,000 84,262 CHF 34,105 CHF 99.16% 99.16%
03/07/2024 1.06% 8.38 CHF 8.43 CHF 30,000 30,000 14,340 11,208 119,017 CHF 93,669 CHF 99.62% 99.62%
02/07/2024 1.13% 8.08 CHF 8.13 CHF 30,000 30,000 14,341 11,209 113,236 CHF 89,416 CHF 99.62% 99.62%

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