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 0.09% 11.53 CHF 11.54 CHF 200,000 200,000 200,000 200,000 2,327,620 CHF 2,329,620 CHF 99.98% 99.98%
12/07/2024 0.09% 11.82 CHF 11.83 CHF 200,000 200,000 200,000 200,000 2,320,670 CHF 2,322,670 CHF 99.98% 99.98%
11/07/2024 0.09% 11.47 CHF 11.48 CHF 200,000 200,000 199,816 199,816 2,288,980 CHF 2,290,980 CHF 99.88% 99.88%
10/07/2024 0.09% 11.35 CHF 11.36 CHF 200,000 200,000 200,000 200,000 2,241,630 CHF 2,243,630 CHF 99.99% 99.99%
09/07/2024 0.09% 11.03 CHF 11.04 CHF 200,000 200,000 200,000 200,000 2,244,860 CHF 2,246,860 CHF 100.00% 100.00%
08/07/2024 0.09% 11.41 CHF 11.42 CHF 200,000 200,000 200,000 200,000 2,304,510 CHF 2,306,510 CHF 98.76% 98.76%
05/07/2024 0.09% 11.43 CHF 11.44 CHF 200,000 200,000 200,000 200,000 2,313,680 CHF 2,315,680 CHF 100.00% 100.00%
04/07/2024 0.09% 11.52 CHF 11.53 CHF 200,000 200,000 200,000 200,000 2,297,400 CHF 2,299,400 CHF 100.00% 100.00%
03/07/2024 0.09% 11.41 CHF 11.42 CHF 200,000 200,000 200,000 200,000 2,274,360 CHF 2,276,360 CHF 100.00% 100.00%
02/07/2024 0.09% 11.08 CHF 11.09 CHF 200,000 200,000 200,000 200,000 2,198,090 CHF 2,200,090 CHF 100.00% 100.00%

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