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 1.61% 10.58 CHF 10.62 CHF 9,400 9,400 4,619 4,619 46,624 CHF 47,216 CHF 99.06% 99.06%
12/07/2024 1.71% 9.96 CHF 9.99 CHF 11,300 11,300 5,766 5,766 49,202 CHF 49,808 CHF 100.00% 100.00%
11/07/2024 1.71% 9.26 CHF 9.30 CHF 8,500 8,500 3,957 3,957 41,598 CHF 42,169 CHF 99.97% 99.97%
10/07/2024 1.63% 11.01 CHF 11.05 CHF 8,500 8,500 4,175 4,175 44,856 CHF 45,439 CHF 100.00% 100.00%
09/07/2024 1.43% 9.54 CHF 9.58 CHF 10,000 10,000 4,806 4,806 51,137 CHF 51,746 CHF 98.35% 98.35%
08/07/2024 1.45% 8.71 CHF 8.74 CHF 14,000 14,000 6,822 6,822 55,767 CHF 56,371 CHF 100.00% 100.00%
05/07/2024 1.64% 6.46 CHF 6.48 CHF 17,200 17,200 8,462 8,462 46,624 CHF 47,210 CHF 98.84% 98.84%
04/07/2024 1.73% 5.36 CHF 5.40 CHF 6,100 6,100 6,100 6,100 32,553 CHF 33,123 CHF 99.44% 99.44%
03/07/2024 1.72% 5.20 CHF 5.22 CHF 17,800 17,800 8,771 8,771 45,038 CHF 45,648 CHF 99.54% 99.54%
02/07/2024 1.77% 4.76 CHF 4.78 CHF 19,600 19,600 9,538 9,538 45,332 CHF 45,960 CHF 99.99% 99.99%

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