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 0.72% 10.64 CHF 10.67 CHF 150,000 150,000 123,037 123,037 1,257,670 CHF 1,261,720 CHF 100.00% 100.00%
12/07/2024 0.69% 10.61 CHF 10.64 CHF 150,000 150,000 123,026 123,026 1,327,270 CHF 1,331,330 CHF 100.00% 100.00%
11/07/2024 0.74% 10.39 CHF 10.42 CHF 150,000 150,000 123,001 123,001 1,269,860 CHF 1,273,910 CHF 100.00% 100.00%
10/07/2024 0.73% 10.24 CHF 10.27 CHF 150,000 150,000 123,008 123,008 1,254,470 CHF 1,258,530 CHF 100.00% 100.00%
09/07/2024 0.78% 9.84 CHF 9.87 CHF 150,000 150,000 122,865 122,865 1,173,560 CHF 1,177,620 CHF 100.00% 100.00%
08/07/2024 0.78% 9.37 CHF 9.40 CHF 150,000 150,000 123,021 123,021 1,199,960 CHF 1,204,020 CHF 99.99% 99.99%
05/07/2024 0.95% 9.50 CHF 9.53 CHF 150,000 150,000 122,081 122,081 1,151,160 CHF 1,154,980 CHF 100.00% 100.00%
04/07/2024 2.05% 9.54 CHF 9.69 CHF 15,000 15,000 12,301 12,301 117,386 CHF 119,269 CHF 100.00% 100.00%
03/07/2024 0.80% 9.86 CHF 9.89 CHF 150,000 150,000 123,040 123,040 1,218,700 CHF 1,222,770 CHF 100.00% 100.00%
02/07/2024 0.88% 9.30 CHF 9.33 CHF 150,000 150,000 123,014 123,014 1,095,360 CHF 1,099,430 CHF 99.99% 99.99%

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