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 0.66% 11.58 CHF 11.61 CHF 150,000 150,000 123,035 123,035 1,373,650 CHF 1,377,710 CHF 99.99% 99.99%
12/07/2024 0.64% 11.56 CHF 11.59 CHF 150,000 150,000 123,046 123,046 1,443,620 CHF 1,447,670 CHF 100.00% 100.00%
11/07/2024 0.68% 11.34 CHF 11.37 CHF 150,000 150,000 123,001 123,001 1,386,020 CHF 1,390,070 CHF 100.00% 100.00%
10/07/2024 0.67% 11.19 CHF 11.22 CHF 150,000 150,000 123,008 123,008 1,370,880 CHF 1,374,940 CHF 100.00% 100.00%
09/07/2024 0.71% 10.79 CHF 10.82 CHF 150,000 150,000 122,869 122,869 1,289,860 CHF 1,293,910 CHF 100.00% 100.00%
08/07/2024 0.71% 10.32 CHF 10.35 CHF 150,000 150,000 123,023 123,023 1,316,120 CHF 1,320,170 CHF 100.00% 100.00%
05/07/2024 0.87% 10.44 CHF 10.47 CHF 150,000 150,000 122,083 122,083 1,266,690 CHF 1,270,510 CHF 100.00% 100.00%
04/07/2024 1.87% 10.49 CHF 10.64 CHF 15,000 15,000 12,301 12,301 129,057 CHF 130,940 CHF 100.00% 100.00%
03/07/2024 0.73% 10.80 CHF 10.83 CHF 150,000 150,000 123,042 123,042 1,335,650 CHF 1,339,720 CHF 100.00% 100.00%
02/07/2024 0.79% 10.26 CHF 10.29 CHF 150,000 150,000 123,018 123,018 1,212,480 CHF 1,216,550 CHF 100.00% 100.00%

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