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 0.94% 10.25 CHF 10.30 CHF 35,590 35,590 23,775 23,775 243,072 CHF 245,172 CHF 99.67% 99.67%
12/07/2024 0.84% 10.30 CHF 10.35 CHF 35,400 35,400 24,085 24,085 242,544 CHF 244,451 CHF 100.00% 100.00%
11/07/2024 0.89% 10.25 CHF 10.30 CHF 35,470 35,470 22,937 22,937 243,937 CHF 245,953 CHF 99.25% 99.25%
10/07/2024 0.91% 10.65 CHF 10.70 CHF 34,310 34,310 23,054 23,054 243,010 CHF 245,052 CHF 99.94% 99.94%
09/07/2024 0.93% 10.45 CHF 10.50 CHF 34,790 34,790 23,571 23,571 242,712 CHF 244,790 CHF 97.82% 97.82%
08/07/2024 0.32% 10.10 CHF 10.15 CHF 35,890 35,890 24,237 24,237 241,557 CHF 242,391 CHF 99.37% 99.37%
05/07/2024 0.93% 9.99 CHF 10.00 CHF 36,220 36,220 24,044 24,044 241,639 CHF 243,670 CHF 99.88% 99.88%
04/07/2024 1.50% 10.00 CHF 10.15 CHF 7,200 7,200 7,121 7,121 71,290 CHF 72,359 CHF 99.16% 99.16%
03/07/2024 0.20% 9.90 CHF 9.91 CHF 36,570 36,570 25,086 25,086 240,976 CHF 241,420 CHF 99.57% 99.57%
02/07/2024 0.20% 9.62 CHF 9.63 CHF 37,380 37,380 24,685 24,685 238,997 CHF 239,436 CHF 98.77% 98.77%

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