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% 12.29 CHF 12.32 CHF 150,000 150,000 123,019 123,019 1,460,540 CHF 1,464,600 CHF 100.00% 100.00%
12/07/2024 0.60% 12.26 CHF 12.29 CHF 150,000 150,000 123,025 123,025 1,530,520 CHF 1,534,580 CHF 100.00% 100.00%
11/07/2024 0.64% 12.04 CHF 12.07 CHF 150,000 150,000 123,003 123,003 1,473,250 CHF 1,477,300 CHF 100.00% 100.00%
10/07/2024 0.63% 11.90 CHF 11.93 CHF 150,000 150,000 123,008 123,008 1,458,340 CHF 1,462,400 CHF 100.00% 100.00%
09/07/2024 0.67% 11.50 CHF 11.53 CHF 150,000 150,000 122,868 122,868 1,377,120 CHF 1,381,180 CHF 100.00% 100.00%
08/07/2024 0.67% 11.02 CHF 11.05 CHF 150,000 150,000 123,023 123,023 1,403,340 CHF 1,407,390 CHF 100.00% 100.00%
05/07/2024 0.81% 11.15 CHF 11.18 CHF 150,000 150,000 122,083 122,083 1,353,440 CHF 1,357,250 CHF 100.00% 100.00%
04/07/2024 1.75% 11.20 CHF 11.35 CHF 15,000 15,000 12,302 12,302 137,808 CHF 139,692 CHF 100.00% 100.00%
03/07/2024 0.68% 11.52 CHF 11.55 CHF 150,000 150,000 123,042 123,042 1,423,440 CHF 1,427,510 CHF 100.00% 100.00%
02/07/2024 0.74% 10.97 CHF 11.00 CHF 150,000 150,000 123,016 123,016 1,300,430 CHF 1,304,500 CHF 99.99% 99.99%

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