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 0.46% 10.95 CHF 11.00 CHF 20,000 20,000 19,812 19,812 215,567 CHF 216,559 CHF 99.78% 99.78%
24/07/2024 0.45% 11.15 CHF 11.20 CHF 20,000 20,000 19,812 19,812 221,301 CHF 222,292 CHF 100.00% 100.00%
23/07/2024 0.44% 11.30 CHF 11.35 CHF 20,000 20,000 19,812 19,812 224,618 CHF 225,610 CHF 99.99% 99.99%
22/07/2024 0.45% 11.35 CHF 11.40 CHF 20,000 20,000 19,811 19,811 224,287 CHF 225,278 CHF 99.27% 99.27%
19/07/2024 0.45% 11.10 CHF 11.15 CHF 20,000 20,000 19,813 19,812 221,060 CHF 222,044 CHF 99.93% 99.93%
18/07/2024 0.45% 11.30 CHF 11.35 CHF 20,000 20,000 19,813 19,811 224,362 CHF 225,335 CHF 99.99% 99.99%
17/07/2024 0.44% 11.45 CHF 11.50 CHF 20,000 20,000 19,812 19,812 225,162 CHF 226,153 CHF 99.82% 99.82%
16/07/2024 0.45% 11.30 CHF 11.35 CHF 20,000 20,000 19,813 19,813 222,381 CHF 223,373 CHF 100.00% 100.00%
15/07/2024 0.44% 11.35 CHF 11.40 CHF 20,000 20,000 19,813 19,813 228,156 CHF 229,147 CHF 100.00% 100.00%
12/07/2024 0.44% 11.55 CHF 11.60 CHF 20,000 20,000 19,813 19,813 226,625 CHF 227,617 CHF 100.00% 100.00%

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