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 0.19% 26.80 CHF 26.85 CHF 20,000 20,000 19,813 19,813 529,490 CHF 530,481 CHF 100.00% 100.00%
15/05/2024 0.19% 26.55 CHF 26.60 CHF 20,000 20,000 19,812 19,812 520,421 CHF 521,413 CHF 99.94% 99.94%
14/05/2024 0.19% 26.05 CHF 26.10 CHF 20,000 20,000 19,855 19,855 517,081 CHF 518,075 CHF 99.67% 99.67%
13/05/2024 0.19% 26.05 CHF 26.10 CHF 20,000 20,000 19,813 19,812 516,638 CHF 517,594 CHF 100.00% 100.00%
10/05/2024 0.19% 26.00 CHF 26.05 CHF 20,000 20,000 19,863 19,863 518,127 CHF 519,121 CHF 99.22% 99.22%
08/05/2024 0.20% 25.75 CHF 25.80 CHF 20,000 20,000 19,884 19,884 511,274 CHF 512,268 CHF 99.67% 99.67%
07/05/2024 0.20% 25.80 CHF 25.85 CHF 20,000 20,000 19,801 19,801 508,733 CHF 509,724 CHF 99.57% 99.57%
06/05/2024 0.20% 25.40 CHF 25.45 CHF 20,000 20,000 19,796 19,796 500,552 CHF 501,542 CHF 98.42% 98.42%
03/05/2024 0.20% 24.90 CHF 24.95 CHF 20,000 20,000 19,909 19,909 494,902 CHF 495,898 CHF 97.49% 97.49%
02/05/2024 0.20% 24.60 CHF 24.65 CHF 20,000 20,000 19,889 19,889 489,461 CHF 490,456 CHF 99.41% 99.41%

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