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% 11.40 CHF 11.45 CHF 17,000 17,000 16,373 16,373 189,901 CHF 190,720 CHF 100.00% 100.00%
12/07/2024 0.44% 11.70 CHF 11.75 CHF 16,500 16,500 16,345 16,345 189,358 CHF 190,177 CHF 100.00% 100.00%
11/07/2024 0.43% 11.60 CHF 11.65 CHF 16,500 16,500 16,346 16,346 189,923 CHF 190,741 CHF 100.00% 100.00%
10/07/2024 0.44% 11.55 CHF 11.60 CHF 16,500 16,500 16,345 16,345 187,789 CHF 188,607 CHF 99.95% 99.95%
09/07/2024 0.43% 11.65 CHF 11.70 CHF 16,500 16,500 16,344 16,344 190,570 CHF 191,389 CHF 100.00% 100.00%
08/07/2024 0.44% 11.40 CHF 11.45 CHF 16,500 16,500 16,355 16,355 186,490 CHF 187,308 CHF 100.00% 100.00%
05/07/2024 0.44% 11.25 CHF 11.30 CHF 17,000 17,000 16,536 16,536 187,859 CHF 188,687 CHF 100.00% 100.00%
04/07/2024 0.44% 11.45 CHF 11.50 CHF 16,500 16,500 16,411 16,411 187,453 CHF 188,275 CHF 100.00% 100.00%
03/07/2024 0.44% 11.45 CHF 11.50 CHF 16,500 16,500 16,462 16,462 187,228 CHF 188,052 CHF 99.87% 99.87%
02/07/2024 0.45% 11.30 CHF 11.35 CHF 16,500 16,500 16,830 16,830 187,413 CHF 188,256 CHF 99.68% 99.68%

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