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% 11.03 CHF 11.06 CHF 150,000 150,000 123,013 123,013 1,305,610 CHF 1,309,670 CHF 99.98% 99.98%
12/07/2024 0.67% 11.01 CHF 11.04 CHF 150,000 150,000 123,026 123,026 1,375,460 CHF 1,379,520 CHF 100.00% 100.00%
11/07/2024 0.71% 10.79 CHF 10.82 CHF 150,000 150,000 123,001 123,001 1,318,100 CHF 1,322,150 CHF 100.00% 100.00%
10/07/2024 0.70% 10.64 CHF 10.67 CHF 150,000 150,000 123,008 123,008 1,302,790 CHF 1,306,850 CHF 100.00% 100.00%
09/07/2024 0.75% 10.23 CHF 10.26 CHF 150,000 150,000 122,895 122,895 1,222,110 CHF 1,226,170 CHF 99.99% 99.99%
08/07/2024 0.75% 9.76 CHF 9.79 CHF 150,000 150,000 123,021 123,021 1,248,170 CHF 1,252,230 CHF 99.99% 99.99%
05/07/2024 0.91% 9.89 CHF 9.92 CHF 150,000 150,000 122,081 122,081 1,199,120 CHF 1,202,930 CHF 100.00% 100.00%
04/07/2024 1.97% 9.93 CHF 10.08 CHF 15,000 15,000 12,301 12,301 122,207 CHF 124,090 CHF 100.00% 100.00%
03/07/2024 0.77% 10.25 CHF 10.28 CHF 150,000 150,000 123,042 123,042 1,267,280 CHF 1,271,350 CHF 100.00% 100.00%
02/07/2024 0.84% 9.70 CHF 9.73 CHF 150,000 150,000 123,018 123,018 1,144,020 CHF 1,148,100 CHF 100.00% 100.00%

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