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 0.43% 31.45 CHF 31.50 CHF 8,500 8,500 4,773 4,773 145,472 CHF 146,004 CHF 99.90% 99.90%
15/05/2024 0.45% 29.60 CHF 29.65 CHF 9,000 9,000 4,943 4,943 144,039 CHF 144,585 CHF 100.00% 100.00%
14/05/2024 0.46% 28.50 CHF 28.55 CHF 9,100 9,100 5,090 5,090 142,830 CHF 143,395 CHF 99.44% 99.44%
13/05/2024 0.46% 26.15 CHF 26.20 CHF 9,500 9,500 5,125 5,125 131,894 CHF 132,410 CHF 99.98% 99.98%
10/05/2024 0.46% 27.50 CHF 27.55 CHF 9,100 9,100 5,022 5,022 139,989 CHF 140,544 CHF 99.99% 99.99%
08/05/2024 0.45% 28.80 CHF 28.85 CHF 8,800 8,800 4,808 4,808 138,906 CHF 139,441 CHF 99.12% 99.12%
07/05/2024 0.46% 29.50 CHF 29.55 CHF 9,200 9,200 5,162 5,162 145,556 CHF 146,129 CHF 99.76% 99.76%
06/05/2024 0.48% 26.90 CHF 26.95 CHF 9,500 9,500 5,279 5,279 142,302 CHF 142,885 CHF 99.90% 99.90%
03/05/2024 0.47% 25.42 CHF 25.46 CHF 9,700 9,700 5,358 5,358 142,378 CHF 142,956 CHF 99.82% 99.82%
02/05/2024 0.45% 26.10 CHF 26.15 CHF 10,200 10,200 5,544 5,544 144,187 CHF 144,734 CHF 99.95% 99.95%

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