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 0.44% 11.50 CHF 11.55 CHF 10,000 10,000 9,906 9,906 114,619 CHF 115,115 CHF 100.00% 100.00%
12/07/2024 0.52% 9.59 CHF 9.64 CHF 10,000 10,000 9,906 9,906 96,378 CHF 96,874 CHF 100.00% 100.00%
11/07/2024 0.51% 9.86 CHF 9.91 CHF 10,000 10,000 9,906 9,906 97,947 CHF 98,443 CHF 99.77% 99.77%
10/07/2024 0.50% 10.05 CHF 10.10 CHF 10,000 10,000 9,906 9,906 100,410 CHF 100,906 CHF 100.00% 100.00%
09/07/2024 0.51% 10.10 CHF 10.15 CHF 10,000 10,000 9,905 9,905 98,772 CHF 99,268 CHF 99.54% 99.54%
08/07/2024 0.51% 9.93 CHF 9.98 CHF 10,000 10,000 9,905 9,905 97,685 CHF 98,181 CHF 99.83% 99.83%
05/07/2024 0.52% 9.90 CHF 9.95 CHF 10,000 10,000 9,906 9,906 95,139 CHF 95,635 CHF 99.93% 99.93%
04/07/2024 0.51% 9.74 CHF 9.79 CHF 10,000 10,000 9,906 9,906 97,008 CHF 97,504 CHF 100.00% 100.00%
03/07/2024 0.51% 9.86 CHF 9.91 CHF 10,000 10,000 9,906 9,906 98,431 CHF 98,927 CHF 100.00% 100.00%
02/07/2024 0.49% 10.05 CHF 10.10 CHF 10,000 10,000 9,906 9,906 100,956 CHF 101,452 CHF 100.00% 100.00%

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