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 0.73% 10.51 CHF 10.54 CHF 150,000 150,000 123,018 123,018 1,241,640 CHF 1,245,700 CHF 100.00% 100.00%
12/07/2024 0.70% 10.49 CHF 10.52 CHF 150,000 150,000 123,025 123,025 1,311,400 CHF 1,315,460 CHF 100.00% 100.00%
11/07/2024 0.75% 10.27 CHF 10.30 CHF 150,000 150,000 123,001 123,001 1,253,980 CHF 1,258,040 CHF 100.00% 100.00%
10/07/2024 0.74% 10.11 CHF 10.14 CHF 150,000 150,000 123,008 123,008 1,238,580 CHF 1,242,640 CHF 100.00% 100.00%
09/07/2024 0.79% 9.71 CHF 9.74 CHF 150,000 150,000 122,895 122,895 1,157,940 CHF 1,162,000 CHF 100.00% 100.00%
08/07/2024 0.79% 9.24 CHF 9.27 CHF 150,000 150,000 123,021 123,021 1,184,090 CHF 1,188,150 CHF 99.99% 99.99%
05/07/2024 0.96% 9.37 CHF 9.40 CHF 150,000 150,000 122,080 122,080 1,135,380 CHF 1,139,200 CHF 100.00% 100.00%
04/07/2024 2.08% 9.41 CHF 9.56 CHF 15,000 15,000 12,301 12,301 115,789 CHF 117,672 CHF 100.00% 100.00%
03/07/2024 0.81% 9.73 CHF 9.76 CHF 150,000 150,000 123,040 123,040 1,202,740 CHF 1,206,810 CHF 100.00% 100.00%
02/07/2024 0.89% 9.18 CHF 9.21 CHF 150,000 150,000 123,012 123,012 1,079,340 CHF 1,083,410 CHF 99.98% 99.98%

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