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% 12.10 CHF 12.13 CHF 150,000 150,000 123,016 123,016 1,437,500 CHF 1,441,550 CHF 99.99% 99.99%
12/07/2024 0.61% 12.08 CHF 12.11 CHF 150,000 150,000 123,046 123,046 1,507,750 CHF 1,511,810 CHF 100.00% 100.00%
11/07/2024 0.65% 11.86 CHF 11.89 CHF 150,000 150,000 122,999 122,999 1,450,170 CHF 1,454,230 CHF 99.99% 99.99%
10/07/2024 0.64% 11.71 CHF 11.74 CHF 150,000 150,000 123,008 123,008 1,435,240 CHF 1,439,290 CHF 100.00% 100.00%
09/07/2024 0.68% 11.31 CHF 11.34 CHF 150,000 150,000 122,868 122,868 1,354,050 CHF 1,358,110 CHF 100.00% 100.00%
08/07/2024 0.68% 10.84 CHF 10.87 CHF 150,000 150,000 123,024 123,024 1,380,330 CHF 1,384,390 CHF 100.00% 100.00%
05/07/2024 0.83% 10.96 CHF 10.99 CHF 150,000 150,000 122,081 122,081 1,330,500 CHF 1,334,320 CHF 100.00% 100.00%
04/07/2024 1.78% 11.01 CHF 11.16 CHF 15,000 15,000 12,302 12,302 135,480 CHF 137,363 CHF 100.00% 100.00%
03/07/2024 0.69% 11.33 CHF 11.36 CHF 150,000 150,000 123,042 123,042 1,400,240 CHF 1,404,310 CHF 100.00% 100.00%
02/07/2024 0.75% 10.78 CHF 10.81 CHF 150,000 150,000 123,015 123,015 1,277,170 CHF 1,281,240 CHF 99.99% 99.99%

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