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
23/05/2024 0.09% 11.56 CHF 11.57 CHF 200,000 200,000 198,900 198,900 2,313,080 CHF 2,315,080 CHF 99.99% 99.99%
22/05/2024 0.09% 11.54 CHF 11.55 CHF 200,000 200,000 200,000 200,000 2,308,170 CHF 2,310,170 CHF 100.00% 100.00%
21/05/2024 0.09% 11.59 CHF 11.60 CHF 200,000 200,000 199,847 199,847 2,311,870 CHF 2,313,870 CHF 99.86% 99.86%
17/05/2024 0.09% 11.63 CHF 11.64 CHF 200,000 200,000 200,000 200,000 2,312,870 CHF 2,314,870 CHF 100.00% 100.00%
16/05/2024 0.09% 11.60 CHF 11.61 CHF 200,000 200,000 199,846 199,846 2,329,380 CHF 2,331,380 CHF 100.00% 100.00%
15/05/2024 0.09% 11.73 CHF 11.74 CHF 200,000 200,000 199,616 199,616 2,322,780 CHF 2,324,780 CHF 99.89% 99.89%
14/05/2024 0.09% 11.62 CHF 11.63 CHF 200,000 200,000 199,983 199,983 2,312,660 CHF 2,314,660 CHF 99.74% 99.74%
13/05/2024 0.09% 11.59 CHF 11.60 CHF 200,000 200,000 200,000 200,000 2,311,320 CHF 2,313,320 CHF 100.00% 100.00%
10/05/2024 0.09% 11.54 CHF 11.55 CHF 200,000 200,000 200,000 200,000 2,318,240 CHF 2,320,240 CHF 100.00% 100.00%
08/05/2024 0.09% 11.29 CHF 11.30 CHF 200,000 200,000 199,958 199,958 2,256,360 CHF 2,258,360 CHF 99.67% 99.67%

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