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 0.08% 13.20 CHF 13.21 CHF 42,500 42,500 42,419 42,419 549,903 CHF 550,328 CHF 100.00% 100.00%
12/07/2024 0.08% 13.01 CHF 13.02 CHF 42,500 42,500 42,422 42,422 538,198 CHF 538,623 CHF 100.00% 100.00%
11/07/2024 0.08% 12.95 CHF 12.96 CHF 40,000 40,000 39,803 39,803 533,309 CHF 533,708 CHF 99.94% 99.94%
10/07/2024 0.08% 13.22 CHF 13.23 CHF 42,500 42,500 42,422 42,422 560,444 CHF 560,869 CHF 100.00% 100.00%
09/07/2024 0.08% 13.15 CHF 13.16 CHF 42,500 42,500 42,283 42,283 557,992 CHF 558,417 CHF 100.00% 100.00%
08/07/2024 0.08% 13.01 CHF 13.02 CHF 42,500 42,500 42,353 42,353 548,468 CHF 548,893 CHF 100.00% 100.00%
05/07/2024 0.08% 12.89 CHF 12.90 CHF 42,500 42,500 42,420 42,420 538,977 CHF 539,402 CHF 96.88% 96.88%
04/07/2024 0.08% 12.63 CHF 12.64 CHF 22,500 22,500 38,082 38,082 482,331 CHF 482,712 CHF 100.00% 100.00%
03/07/2024 0.08% 12.56 CHF 12.57 CHF 42,500 42,500 42,421 42,421 528,146 CHF 528,571 CHF 98.65% 98.65%
02/07/2024 0.08% 12.24 CHF 12.25 CHF 42,500 42,500 42,422 42,422 509,679 CHF 510,103 CHF 100.00% 100.00%

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