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 0.64% 11.95 CHF 11.98 CHF 150,000 150,000 123,035 123,035 1,418,750 CHF 1,422,800 CHF 99.99% 99.99%
12/07/2024 0.62% 11.92 CHF 11.95 CHF 150,000 150,000 123,046 123,046 1,488,740 CHF 1,492,800 CHF 100.00% 100.00%
11/07/2024 0.66% 11.70 CHF 11.73 CHF 150,000 150,000 123,001 123,001 1,431,210 CHF 1,435,270 CHF 100.00% 100.00%
10/07/2024 0.65% 11.56 CHF 11.59 CHF 150,000 150,000 123,008 123,008 1,416,170 CHF 1,420,220 CHF 100.00% 100.00%
09/07/2024 0.69% 11.15 CHF 11.18 CHF 150,000 150,000 122,897 122,897 1,335,320 CHF 1,339,380 CHF 100.00% 100.00%
08/07/2024 0.69% 10.68 CHF 10.71 CHF 150,000 150,000 123,021 123,021 1,361,260 CHF 1,365,320 CHF 99.99% 99.99%
05/07/2024 0.84% 10.81 CHF 10.84 CHF 150,000 150,000 122,083 122,083 1,311,590 CHF 1,315,410 CHF 100.00% 100.00%
04/07/2024 1.80% 10.85 CHF 11.00 CHF 15,000 15,000 12,301 12,301 133,571 CHF 135,454 CHF 100.00% 100.00%
03/07/2024 0.70% 11.17 CHF 11.20 CHF 150,000 150,000 123,042 123,042 1,381,120 CHF 1,385,190 CHF 100.00% 100.00%
02/07/2024 0.76% 10.63 CHF 10.66 CHF 150,000 150,000 123,018 123,018 1,258,040 CHF 1,262,110 CHF 100.00% 100.00%

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