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
25/07/2024 0.60% 9.44 CHF 9.50 CHF 22,500 22,500 22,500 22,500 211,206 CHF 212,478 CHF 99.90% 99.90%
24/07/2024 0.60% 9.58 CHF 9.64 CHF 22,500 22,500 22,500 22,500 217,065 CHF 218,370 CHF 100.00% 100.00%
23/07/2024 0.60% 9.77 CHF 9.83 CHF 22,500 22,500 22,500 22,500 219,092 CHF 220,416 CHF 100.00% 100.00%
22/07/2024 0.60% 9.70 CHF 9.76 CHF 22,500 22,500 22,500 22,500 217,204 CHF 218,509 CHF 100.00% 100.00%
19/07/2024 0.60% 9.60 CHF 9.66 CHF 22,500 22,500 22,500 22,500 216,290 CHF 217,595 CHF 96.98% 96.98%
18/07/2024 0.60% 9.63 CHF 9.69 CHF 22,500 22,500 22,500 22,500 217,262 CHF 218,567 CHF 99.96% 99.96%
17/07/2024 0.60% 9.70 CHF 9.75 CHF 22,500 22,500 22,500 22,500 219,150 CHF 220,467 CHF 99.97% 99.97%
16/07/2024 0.60% 9.85 CHF 9.91 CHF 22,500 22,500 22,500 22,500 220,529 CHF 221,857 CHF 99.99% 99.99%
15/07/2024 0.60% 9.87 CHF 9.92 CHF 22,500 22,500 22,500 22,500 221,558 CHF 222,886 CHF 100.00% 100.00%
12/07/2024 0.60% 9.83 CHF 9.89 CHF 22,500 22,500 22,500 22,500 219,553 CHF 220,879 CHF 100.00% 100.00%

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