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 100,000 100,000 100,000 100,000 1,130,510 CHF 1,131,510 CHF 99.74% 99.74%
12/07/2024 0.09% 11.48 CHF 11.49 CHF 100,000 100,000 99,971 99,971 1,134,880 CHF 1,135,880 CHF 98.93% 98.93%
11/07/2024 0.14% 12.12 CHF 12.13 CHF 100,000 100,000 95,206 95,206 1,115,150 CHF 1,116,220 CHF 97.13% 97.13%
10/07/2024 0.09% 11.52 CHF 11.53 CHF 100,000 100,000 100,000 100,000 1,158,110 CHF 1,159,110 CHF 100.00% 100.00%
09/07/2024 0.09% 11.29 CHF 11.30 CHF 100,000 100,000 100,000 100,000 1,159,870 CHF 1,160,870 CHF 99.99% 99.99%
08/07/2024 0.09% 11.60 CHF 11.61 CHF 100,000 100,000 100,000 100,000 1,160,450 CHF 1,161,450 CHF 99.99% 99.99%
05/07/2024 0.09% 11.77 CHF 11.78 CHF 100,000 100,000 99,967 99,967 1,134,150 CHF 1,135,150 CHF 97.25% 97.25%
04/07/2024 0.09% 11.12 CHF 11.13 CHF 100,000 100,000 100,000 100,000 1,109,450 CHF 1,110,450 CHF 97.87% 97.87%
03/07/2024 0.09% 11.24 CHF 11.25 CHF 100,000 100,000 100,000 100,000 1,100,700 CHF 1,101,700 CHF 99.35% 99.35%
02/07/2024 0.10% 10.53 CHF 10.54 CHF 100,000 100,000 100,000 100,000 1,026,720 CHF 1,027,720 CHF 99.94% 99.94%

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