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% 19.46 CHF 19.47 CHF 250,000 250,000 249,800 249,800 4,838,030 CHF 4,840,530 CHF 100.00% 100.00%
15/05/2024 0.05% 19.17 CHF 19.18 CHF 250,000 250,000 249,511 249,511 4,721,650 CHF 4,724,150 CHF 100.00% 100.00%
14/05/2024 0.05% 18.78 CHF 18.79 CHF 250,000 250,000 249,953 249,953 4,674,310 CHF 4,676,810 CHF 99.81% 99.81%
13/05/2024 0.05% 18.72 CHF 18.73 CHF 250,000 250,000 250,000 250,000 4,670,800 CHF 4,673,300 CHF 100.00% 100.00%
10/05/2024 0.05% 18.58 CHF 18.59 CHF 250,000 250,000 250,000 250,000 4,664,790 CHF 4,667,290 CHF 99.99% 99.99%
08/05/2024 0.05% 18.54 CHF 18.55 CHF 250,000 250,000 249,957 249,957 4,622,530 CHF 4,625,030 CHF 96.63% 96.63%
07/05/2024 0.05% 18.60 CHF 18.61 CHF 250,000 250,000 249,885 249,885 4,620,330 CHF 4,622,830 CHF 98.40% 98.40%
06/05/2024 0.05% 18.29 CHF 18.30 CHF 250,000 250,000 250,000 250,000 4,550,450 CHF 4,552,950 CHF 100.00% 100.00%
03/05/2024 0.06% 17.94 CHF 17.95 CHF 250,000 250,000 250,000 250,000 4,454,930 CHF 4,457,430 CHF 99.81% 99.81%
02/05/2024 0.06% 17.48 CHF 17.49 CHF 250,000 250,000 250,000 250,000 4,366,400 CHF 4,368,900 CHF 99.54% 99.54%

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