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 0.62% 12.45 CHF 12.48 CHF 150,000 150,000 123,037 123,037 1,480,920 CHF 1,484,980 CHF 100.00% 100.00%
12/07/2024 0.59% 12.43 CHF 12.46 CHF 150,000 150,000 123,048 123,048 1,550,970 CHF 1,555,030 CHF 100.00% 100.00%
11/07/2024 0.63% 12.21 CHF 12.24 CHF 150,000 150,000 122,998 122,998 1,493,380 CHF 1,497,440 CHF 99.99% 99.99%
10/07/2024 0.62% 12.07 CHF 12.10 CHF 150,000 150,000 123,008 123,008 1,478,600 CHF 1,482,650 CHF 100.00% 100.00%
09/07/2024 0.66% 11.66 CHF 11.69 CHF 150,000 150,000 122,896 122,896 1,397,620 CHF 1,401,670 CHF 99.99% 99.99%
08/07/2024 0.66% 11.19 CHF 11.22 CHF 150,000 150,000 123,023 123,023 1,423,560 CHF 1,427,610 CHF 100.00% 100.00%
05/07/2024 0.80% 11.32 CHF 11.35 CHF 150,000 150,000 122,083 122,083 1,373,540 CHF 1,377,350 CHF 100.00% 100.00%
04/07/2024 1.72% 11.36 CHF 11.51 CHF 15,000 15,000 12,302 12,302 139,823 CHF 141,706 CHF 100.00% 100.00%
03/07/2024 0.67% 11.68 CHF 11.71 CHF 150,000 150,000 123,043 123,043 1,443,770 CHF 1,447,840 CHF 100.00% 100.00%
02/07/2024 0.73% 11.14 CHF 11.17 CHF 150,000 150,000 123,018 123,018 1,320,790 CHF 1,324,860 CHF 100.00% 100.00%

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