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 0.59% 7.40 CHF 7.42 CHF 29,600 29,600 16,522 16,522 117,622 CHF 118,220 CHF 99.90% 99.90%
15/05/2024 0.50% 6.87 CHF 6.88 CHF 31,400 31,400 17,238 17,238 116,203 CHF 116,688 CHF 100.00% 100.00%
14/05/2024 0.53% 6.54 CHF 6.55 CHF 32,200 32,200 17,968 17,968 115,444 CHF 115,951 CHF 98.52% 98.52%
13/05/2024 0.54% 5.88 CHF 5.89 CHF 33,600 33,600 18,030 18,030 103,900 CHF 104,365 CHF 99.98% 99.98%
10/05/2024 0.52% 6.26 CHF 6.27 CHF 32,000 32,000 17,507 17,507 111,634 CHF 112,127 CHF 99.98% 99.98%
08/05/2024 0.50% 6.64 CHF 6.65 CHF 30,500 30,500 16,713 16,713 111,425 CHF 111,900 CHF 99.13% 99.13%
07/05/2024 0.53% 6.84 CHF 6.85 CHF 32,600 32,600 18,192 18,192 117,785 CHF 118,299 CHF 99.76% 99.76%
06/05/2024 0.51% 6.11 CHF 6.12 CHF 33,700 33,700 18,726 18,726 114,687 CHF 115,172 CHF 99.79% 99.79%
03/05/2024 0.51% 5.69 CHF 5.70 CHF 34,700 34,700 19,033 19,033 114,435 CHF 114,927 CHF 99.22% 99.22%
02/05/2024 0.53% 5.88 CHF 5.89 CHF 37,000 37,000 20,070 20,070 117,364 CHF 117,881 CHF 99.99% 99.99%

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