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 0.11% 9.17 CHF 9.18 CHF 130,000 130,000 58,925 58,925 539,762 CHF 540,352 CHF 97.75% 97.75%
12/07/2024 0.11% 9.23 CHF 9.24 CHF 130,000 130,000 58,404 58,404 528,295 CHF 528,881 CHF 99.98% 99.98%
11/07/2024 0.11% 9.17 CHF 9.18 CHF 130,000 130,000 55,557 55,557 529,140 CHF 529,699 CHF 99.83% 99.83%
10/07/2024 0.11% 9.56 CHF 9.57 CHF 120,000 120,000 56,454 56,454 536,211 CHF 536,776 CHF 100.00% 100.00%
09/07/2024 0.11% 9.36 CHF 9.37 CHF 130,000 130,000 58,507 58,507 543,206 CHF 543,792 CHF 99.69% 99.69%
08/07/2024 0.12% 9.01 CHF 9.02 CHF 130,000 130,000 58,471 58,471 522,120 CHF 522,706 CHF 100.00% 100.00%
05/07/2024 0.11% 8.91 CHF 8.92 CHF 130,000 130,000 58,414 58,414 524,697 CHF 525,282 CHF 99.28% 99.28%
04/07/2024 0.11% 8.99 CHF 9.00 CHF 39,000 39,000 39,000 39,000 350,521 CHF 350,911 CHF 98.45% 98.45%
03/07/2024 0.12% 8.81 CHF 8.82 CHF 130,000 130,000 62,255 62,255 530,769 CHF 531,393 CHF 99.27% 99.27%
02/07/2024 0.12% 8.52 CHF 8.53 CHF 140,000 140,000 61,744 61,744 529,314 CHF 529,932 CHF 99.99% 99.99%

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