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 0.08% 11.98 CHF 11.99 CHF 200,000 200,000 200,000 200,000 2,416,470 CHF 2,418,470 CHF 100.00% 100.00%
12/07/2024 0.08% 12.27 CHF 12.28 CHF 200,000 200,000 200,000 200,000 2,409,390 CHF 2,411,390 CHF 100.00% 100.00%
11/07/2024 0.08% 11.91 CHF 11.92 CHF 200,000 200,000 199,816 199,816 2,377,550 CHF 2,379,550 CHF 99.88% 99.88%
10/07/2024 0.09% 11.79 CHF 11.80 CHF 200,000 200,000 200,000 200,000 2,330,040 CHF 2,332,040 CHF 99.99% 99.99%
09/07/2024 0.09% 11.48 CHF 11.49 CHF 200,000 200,000 200,000 200,000 2,333,260 CHF 2,335,260 CHF 100.00% 100.00%
08/07/2024 0.08% 11.85 CHF 11.86 CHF 200,000 200,000 200,000 200,000 2,392,850 CHF 2,394,850 CHF 98.76% 98.76%
05/07/2024 0.08% 11.87 CHF 11.88 CHF 200,000 200,000 200,000 200,000 2,402,090 CHF 2,404,090 CHF 100.00% 100.00%
04/07/2024 0.08% 11.96 CHF 11.97 CHF 200,000 200,000 200,000 200,000 2,385,770 CHF 2,387,770 CHF 100.00% 100.00%
03/07/2024 0.08% 11.85 CHF 11.86 CHF 200,000 200,000 200,000 200,000 2,362,750 CHF 2,364,750 CHF 100.00% 100.00%
02/07/2024 0.09% 11.52 CHF 11.53 CHF 200,000 200,000 200,000 200,000 2,286,210 CHF 2,288,210 CHF 100.00% 100.00%

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