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 0.05% 19.70 CHF 19.71 CHF 250,000 250,000 249,873 249,873 4,900,550 CHF 4,903,050 CHF 100.00% 100.00%
15/05/2024 0.05% 19.41 CHF 19.42 CHF 250,000 250,000 249,527 249,527 4,783,110 CHF 4,785,610 CHF 100.00% 100.00%
14/05/2024 0.05% 19.02 CHF 19.03 CHF 250,000 250,000 249,949 249,949 4,735,600 CHF 4,738,100 CHF 99.78% 99.78%
13/05/2024 0.05% 18.96 CHF 18.97 CHF 250,000 250,000 250,000 250,000 4,732,150 CHF 4,734,650 CHF 100.00% 100.00%
10/05/2024 0.05% 18.83 CHF 18.84 CHF 250,000 250,000 250,000 250,000 4,726,050 CHF 4,728,550 CHF 99.99% 99.99%
08/05/2024 0.05% 18.79 CHF 18.80 CHF 250,000 250,000 249,956 249,956 4,683,860 CHF 4,686,360 CHF 96.63% 96.63%
07/05/2024 0.05% 18.84 CHF 18.85 CHF 250,000 250,000 249,856 249,856 4,680,970 CHF 4,683,470 CHF 98.43% 98.43%
06/05/2024 0.05% 18.54 CHF 18.55 CHF 250,000 250,000 250,000 250,000 4,611,590 CHF 4,614,090 CHF 100.00% 100.00%
03/05/2024 0.06% 18.18 CHF 18.19 CHF 250,000 250,000 250,000 250,000 4,516,120 CHF 4,518,620 CHF 99.77% 99.77%
02/05/2024 0.06% 17.73 CHF 17.74 CHF 250,000 250,000 250,000 250,000 4,427,930 CHF 4,430,430 CHF 99.64% 99.64%

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