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% 11.41 CHF 11.42 CHF 200,000 200,000 198,900 198,900 2,283,510 CHF 2,285,510 CHF 100.00% 100.00%
22/05/2024 0.09% 11.39 CHF 11.40 CHF 200,000 200,000 200,000 200,000 2,278,380 CHF 2,280,380 CHF 100.00% 100.00%
21/05/2024 0.09% 11.44 CHF 11.45 CHF 200,000 200,000 199,886 199,886 2,282,620 CHF 2,284,620 CHF 99.86% 99.86%
17/05/2024 0.09% 11.49 CHF 11.50 CHF 200,000 200,000 200,000 200,000 2,283,330 CHF 2,285,330 CHF 100.00% 100.00%
16/05/2024 0.09% 11.46 CHF 11.47 CHF 200,000 200,000 199,844 199,844 2,299,860 CHF 2,301,860 CHF 100.00% 100.00%
15/05/2024 0.09% 11.58 CHF 11.59 CHF 200,000 200,000 199,627 199,627 2,293,450 CHF 2,295,450 CHF 99.91% 99.91%
14/05/2024 0.09% 11.47 CHF 11.48 CHF 200,000 200,000 199,985 199,985 2,283,310 CHF 2,285,310 CHF 99.73% 99.73%
13/05/2024 0.09% 11.44 CHF 11.45 CHF 200,000 200,000 200,000 200,000 2,281,920 CHF 2,283,920 CHF 100.00% 100.00%
10/05/2024 0.09% 11.39 CHF 11.40 CHF 200,000 200,000 200,000 200,000 2,288,910 CHF 2,290,910 CHF 100.00% 100.00%
08/05/2024 0.09% 11.14 CHF 11.15 CHF 200,000 200,000 199,961 199,961 2,227,200 CHF 2,229,200 CHF 99.67% 99.67%

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