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 0.70% 11.00 CHF 11.03 CHF 150,000 150,000 123,015 123,015 1,302,070 CHF 1,306,130 CHF 99.99% 99.99%
12/07/2024 0.67% 10.98 CHF 11.01 CHF 150,000 150,000 123,025 123,025 1,371,930 CHF 1,375,990 CHF 100.00% 100.00%
11/07/2024 0.71% 10.76 CHF 10.79 CHF 150,000 150,000 122,998 122,998 1,314,520 CHF 1,318,580 CHF 99.99% 99.99%
10/07/2024 0.70% 10.61 CHF 10.64 CHF 150,000 150,000 123,008 123,008 1,299,240 CHF 1,303,290 CHF 100.00% 100.00%
09/07/2024 0.75% 10.20 CHF 10.23 CHF 150,000 150,000 122,865 122,865 1,218,240 CHF 1,222,290 CHF 99.99% 99.99%
08/07/2024 0.75% 9.73 CHF 9.76 CHF 150,000 150,000 123,023 123,023 1,244,650 CHF 1,248,700 CHF 100.00% 100.00%
05/07/2024 0.92% 9.86 CHF 9.89 CHF 150,000 150,000 122,083 122,083 1,195,590 CHF 1,199,410 CHF 100.00% 100.00%
04/07/2024 1.98% 9.90 CHF 10.05 CHF 15,000 15,000 12,301 12,301 121,855 CHF 123,738 CHF 100.00% 100.00%
03/07/2024 0.77% 10.22 CHF 10.25 CHF 150,000 150,000 123,042 123,042 1,263,710 CHF 1,267,780 CHF 100.00% 100.00%
02/07/2024 0.84% 9.67 CHF 9.70 CHF 150,000 150,000 123,018 123,018 1,140,460 CHF 1,144,530 CHF 100.00% 100.00%

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