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 0.63% 12.27 CHF 12.30 CHF 150,000 150,000 123,016 123,016 1,458,340 CHF 1,462,400 CHF 99.99% 99.99%
12/07/2024 0.60% 12.25 CHF 12.28 CHF 150,000 150,000 123,046 123,046 1,528,610 CHF 1,532,670 CHF 100.00% 100.00%
11/07/2024 0.64% 12.03 CHF 12.06 CHF 150,000 150,000 123,002 123,002 1,471,060 CHF 1,475,120 CHF 100.00% 100.00%
10/07/2024 0.63% 11.89 CHF 11.92 CHF 150,000 150,000 123,008 123,008 1,456,170 CHF 1,460,220 CHF 100.00% 100.00%
09/07/2024 0.67% 11.48 CHF 11.51 CHF 150,000 150,000 122,898 122,898 1,375,240 CHF 1,379,300 CHF 100.00% 100.00%
08/07/2024 0.67% 11.01 CHF 11.04 CHF 150,000 150,000 123,024 123,024 1,401,200 CHF 1,405,250 CHF 100.00% 100.00%
05/07/2024 0.81% 11.13 CHF 11.16 CHF 150,000 150,000 122,081 122,081 1,351,250 CHF 1,355,060 CHF 100.00% 100.00%
04/07/2024 1.75% 11.18 CHF 11.33 CHF 15,000 15,000 12,302 12,302 137,578 CHF 139,461 CHF 100.00% 100.00%
03/07/2024 0.68% 11.50 CHF 11.53 CHF 150,000 150,000 123,042 123,042 1,421,240 CHF 1,425,310 CHF 100.00% 100.00%
02/07/2024 0.74% 10.95 CHF 10.98 CHF 150,000 150,000 123,012 123,012 1,298,170 CHF 1,302,240 CHF 99.98% 99.98%

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