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 0.43% 11.42 CHF 11.43 CHF 31,000 31,000 12,751 12,751 145,204 CHF 145,619 CHF 98.93% 98.93%
12/07/2024 0.46% 11.27 CHF 11.28 CHF 31,000 31,000 12,942 12,942 141,648 CHF 142,073 CHF 99.51% 99.51%
11/07/2024 0.42% 11.21 CHF 11.22 CHF 31,000 31,000 11,972 11,972 138,672 CHF 139,046 CHF 99.92% 99.92%
10/07/2024 0.43% 11.75 CHF 11.76 CHF 30,000 30,000 11,940 11,940 139,165 CHF 139,541 CHF 99.59% 99.59%
09/07/2024 0.42% 11.51 CHF 11.52 CHF 30,000 30,000 11,890 11,890 140,473 CHF 140,848 CHF 100.00% 100.00%
08/07/2024 0.44% 11.67 CHF 11.68 CHF 30,000 30,000 12,530 12,530 143,818 CHF 144,231 CHF 100.00% 100.00%
05/07/2024 0.47% 11.17 CHF 11.18 CHF 31,000 31,000 13,212 13,212 140,758 CHF 141,181 CHF 95.44% 95.44%
04/07/2024 0.55% 10.12 CHF 10.16 CHF 10,000 10,000 8,388 8,388 85,268 CHF 85,714 CHF 97.96% 97.96%
03/07/2024 0.42% 10.21 CHF 10.22 CHF 33,000 33,000 13,891 13,891 136,737 CHF 137,114 CHF 97.37% 97.37%
02/07/2024 0.45% 9.46 CHF 9.47 CHF 35,000 35,000 13,865 13,865 129,564 CHF 129,937 CHF 99.84% 99.84%

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