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
16/05/2024 0.11% 43.85 CHF 43.90 CHF 9,600 9,600 9,591 9,591 426,419 CHF 426,899 CHF 100.00% 100.00%
15/05/2024 0.12% 42.95 CHF 43.00 CHF 10,000 10,000 9,974 9,974 420,809 CHF 421,309 CHF 100.00% 100.00%
14/05/2024 0.12% 42.10 CHF 42.15 CHF 10,000 10,000 10,000 10,000 418,333 CHF 418,833 CHF 99.30% 99.30%
13/05/2024 0.12% 41.15 CHF 41.20 CHF 10,200 10,200 10,200 10,200 418,318 CHF 418,828 CHF 100.00% 100.00%
10/05/2024 0.12% 41.55 CHF 41.60 CHF 10,100 10,100 10,100 10,100 425,020 CHF 425,525 CHF 100.00% 100.00%
08/05/2024 0.12% 42.15 CHF 42.20 CHF 10,200 10,200 10,200 10,200 428,763 CHF 429,273 CHF 99.77% 99.77%
07/05/2024 0.11% 44.35 CHF 44.40 CHF 9,700 9,700 9,699 9,699 432,622 CHF 433,107 CHF 98.36% 98.36%
06/05/2024 0.11% 44.65 CHF 44.70 CHF 10,100 10,100 10,100 10,100 445,485 CHF 445,990 CHF 100.00% 100.00%
03/05/2024 0.12% 41.95 CHF 42.00 CHF 10,100 10,100 10,100 10,100 417,625 CHF 418,130 CHF 99.87% 99.87%
02/05/2024 0.12% 41.35 CHF 41.40 CHF 10,100 10,100 10,100 10,100 422,294 CHF 422,799 CHF 99.56% 99.56%

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