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% 20.30 CHF 20.31 CHF 250,000 250,000 249,801 249,801 5,048,290 CHF 5,050,790 CHF 100.00% 100.00%
15/05/2024 0.05% 20.01 CHF 20.02 CHF 250,000 250,000 249,511 249,511 4,932,070 CHF 4,934,570 CHF 100.00% 100.00%
14/05/2024 0.05% 19.62 CHF 19.63 CHF 250,000 250,000 249,952 249,952 4,885,580 CHF 4,888,080 CHF 99.78% 99.78%
13/05/2024 0.05% 19.56 CHF 19.57 CHF 250,000 250,000 250,000 250,000 4,881,930 CHF 4,884,430 CHF 100.00% 100.00%
10/05/2024 0.05% 19.43 CHF 19.44 CHF 250,000 250,000 250,000 250,000 4,875,800 CHF 4,878,300 CHF 99.99% 99.99%
08/05/2024 0.05% 19.39 CHF 19.40 CHF 250,000 250,000 249,957 249,957 4,833,790 CHF 4,836,290 CHF 96.64% 96.64%
07/05/2024 0.05% 19.44 CHF 19.45 CHF 250,000 250,000 249,887 249,887 4,831,160 CHF 4,833,660 CHF 98.40% 98.40%
06/05/2024 0.05% 19.14 CHF 19.15 CHF 250,000 250,000 250,000 250,000 4,760,850 CHF 4,763,350 CHF 100.00% 100.00%
03/05/2024 0.05% 18.78 CHF 18.79 CHF 250,000 250,000 250,000 250,000 4,665,540 CHF 4,668,040 CHF 99.86% 99.86%
02/05/2024 0.05% 18.33 CHF 18.34 CHF 250,000 250,000 250,000 250,000 4,578,290 CHF 4,580,790 CHF 99.57% 99.57%

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