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 150,000 150,000 123,018 123,018 1,374,150 CHF 1,378,210 CHF 100.00% 100.00%
12/07/2024 0.64% 11.56 CHF 11.59 CHF 150,000 150,000 123,025 123,025 1,444,080 CHF 1,448,130 CHF 100.00% 100.00%
11/07/2024 0.68% 11.34 CHF 11.37 CHF 150,000 150,000 122,999 122,999 1,386,710 CHF 1,390,770 CHF 99.99% 99.99%
10/07/2024 0.67% 11.20 CHF 11.23 CHF 150,000 150,000 123,008 123,008 1,371,630 CHF 1,375,690 CHF 100.00% 100.00%
09/07/2024 0.71% 10.79 CHF 10.82 CHF 150,000 150,000 122,894 122,894 1,290,820 CHF 1,294,880 CHF 99.99% 99.99%
08/07/2024 0.71% 10.32 CHF 10.35 CHF 150,000 150,000 123,021 123,021 1,316,840 CHF 1,320,900 CHF 99.99% 99.99%
05/07/2024 0.87% 10.45 CHF 10.48 CHF 150,000 150,000 122,083 122,083 1,267,430 CHF 1,271,250 CHF 100.00% 100.00%
04/07/2024 1.87% 10.49 CHF 10.64 CHF 15,000 15,000 12,301 12,301 129,100 CHF 130,983 CHF 100.00% 100.00%
03/07/2024 0.73% 10.81 CHF 10.84 CHF 150,000 150,000 123,042 123,042 1,336,390 CHF 1,340,460 CHF 100.00% 100.00%
02/07/2024 0.79% 10.26 CHF 10.29 CHF 150,000 150,000 123,015 123,015 1,213,230 CHF 1,217,300 CHF 99.99% 99.99%

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