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 0.37% 13.70 CHF 13.75 CHF 10,000 10,000 9,906 9,906 135,922 CHF 136,418 CHF 100.00% 100.00%
12/07/2024 0.42% 11.75 CHF 11.80 CHF 10,000 10,000 9,906 9,906 117,671 CHF 118,166 CHF 100.00% 100.00%
11/07/2024 0.42% 12.00 CHF 12.05 CHF 10,000 10,000 9,905 9,905 119,248 CHF 119,743 CHF 98.99% 98.99%
10/07/2024 0.41% 12.20 CHF 12.25 CHF 10,000 10,000 9,906 9,906 121,715 CHF 122,210 CHF 100.00% 100.00%
09/07/2024 0.42% 12.25 CHF 12.30 CHF 10,000 10,000 9,905 9,905 120,070 CHF 120,566 CHF 99.54% 99.54%
08/07/2024 0.42% 12.10 CHF 12.15 CHF 10,000 10,000 9,906 9,906 118,963 CHF 119,459 CHF 100.00% 100.00%
05/07/2024 0.43% 12.05 CHF 12.10 CHF 10,000 10,000 9,906 9,906 116,430 CHF 116,926 CHF 100.00% 100.00%
04/07/2024 0.42% 11.90 CHF 11.95 CHF 10,000 10,000 9,906 9,906 118,360 CHF 118,856 CHF 100.00% 100.00%
03/07/2024 0.42% 12.00 CHF 12.05 CHF 10,000 10,000 9,906 9,906 119,760 CHF 120,256 CHF 100.00% 100.00%
02/07/2024 0.41% 12.20 CHF 12.25 CHF 10,000 10,000 9,906 9,906 122,266 CHF 122,762 CHF 100.00% 100.00%

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