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% 19.21 CHF 19.22 CHF 250,000 250,000 249,873 249,873 4,778,370 CHF 4,780,870 CHF 100.00% 100.00%
15/05/2024 0.05% 18.93 CHF 18.94 CHF 250,000 250,000 249,524 249,524 4,660,850 CHF 4,663,350 CHF 100.00% 100.00%
14/05/2024 0.05% 18.53 CHF 18.54 CHF 250,000 250,000 249,950 249,950 4,612,870 CHF 4,615,370 CHF 99.80% 99.80%
13/05/2024 0.05% 18.47 CHF 18.48 CHF 250,000 250,000 250,000 250,000 4,609,580 CHF 4,612,080 CHF 100.00% 100.00%
10/05/2024 0.05% 18.34 CHF 18.35 CHF 250,000 250,000 250,000 250,000 4,603,510 CHF 4,606,010 CHF 99.99% 99.99%
08/05/2024 0.05% 18.29 CHF 18.30 CHF 250,000 250,000 249,956 249,956 4,561,150 CHF 4,563,650 CHF 96.63% 96.63%
07/05/2024 0.05% 18.35 CHF 18.36 CHF 250,000 250,000 249,856 249,856 4,558,530 CHF 4,561,030 CHF 98.43% 98.43%
06/05/2024 0.06% 18.05 CHF 18.06 CHF 250,000 250,000 250,000 250,000 4,489,390 CHF 4,491,890 CHF 100.00% 100.00%
03/05/2024 0.06% 17.70 CHF 17.71 CHF 250,000 250,000 250,000 250,000 4,393,870 CHF 4,396,370 CHF 99.84% 99.84%
02/05/2024 0.06% 17.24 CHF 17.25 CHF 250,000 250,000 250,000 250,000 4,304,850 CHF 4,307,350 CHF 99.63% 99.63%

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