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 0.78% 9.91 CHF 9.94 CHF 150,000 150,000 123,012 123,012 1,167,850 CHF 1,171,910 CHF 99.98% 99.98%
12/07/2024 0.74% 9.89 CHF 9.92 CHF 150,000 150,000 123,025 123,025 1,237,600 CHF 1,241,650 CHF 100.00% 100.00%
11/07/2024 0.80% 9.67 CHF 9.70 CHF 150,000 150,000 122,997 122,997 1,180,100 CHF 1,184,150 CHF 99.99% 99.99%
10/07/2024 0.78% 9.51 CHF 9.54 CHF 150,000 150,000 123,008 123,008 1,164,540 CHF 1,168,590 CHF 100.00% 100.00%
09/07/2024 0.84% 9.11 CHF 9.14 CHF 150,000 150,000 122,893 122,893 1,084,000 CHF 1,088,050 CHF 100.00% 100.00%
08/07/2024 0.84% 8.64 CHF 8.67 CHF 150,000 150,000 123,022 123,022 1,110,250 CHF 1,114,310 CHF 99.99% 99.99%
05/07/2024 1.03% 8.77 CHF 8.80 CHF 150,000 150,000 122,081 122,081 1,061,940 CHF 1,065,760 CHF 100.00% 100.00%
04/07/2024 2.22% 8.81 CHF 8.96 CHF 15,000 15,000 12,301 12,301 108,373 CHF 110,256 CHF 100.00% 100.00%
03/07/2024 0.87% 9.12 CHF 9.15 CHF 150,000 150,000 123,039 123,039 1,128,370 CHF 1,132,440 CHF 100.00% 100.00%
02/07/2024 0.95% 8.57 CHF 8.60 CHF 150,000 150,000 123,018 123,018 1,004,930 CHF 1,009,000 CHF 100.00% 100.00%

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