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% 20.07 CHF 20.08 CHF 250,000 250,000 249,795 249,795 4,991,030 CHF 4,993,530 CHF 100.00% 100.00%
15/05/2024 0.05% 19.78 CHF 19.79 CHF 250,000 250,000 249,511 249,511 4,874,890 CHF 4,877,390 CHF 100.00% 100.00%
14/05/2024 0.05% 19.39 CHF 19.40 CHF 250,000 250,000 249,956 249,956 4,828,200 CHF 4,830,700 CHF 99.79% 99.79%
13/05/2024 0.05% 19.33 CHF 19.34 CHF 250,000 250,000 250,000 250,000 4,824,540 CHF 4,827,040 CHF 100.00% 100.00%
10/05/2024 0.05% 19.20 CHF 19.21 CHF 250,000 250,000 250,000 250,000 4,818,430 CHF 4,820,930 CHF 99.98% 99.98%
08/05/2024 0.05% 19.16 CHF 19.17 CHF 250,000 250,000 249,956 249,956 4,776,330 CHF 4,778,830 CHF 96.63% 96.63%
07/05/2024 0.05% 19.21 CHF 19.22 CHF 250,000 250,000 249,859 249,859 4,773,300 CHF 4,775,800 CHF 98.43% 98.43%
06/05/2024 0.05% 18.91 CHF 18.92 CHF 250,000 250,000 250,000 250,000 4,703,660 CHF 4,706,160 CHF 100.00% 100.00%
03/05/2024 0.05% 18.55 CHF 18.56 CHF 250,000 250,000 250,000 250,000 4,608,290 CHF 4,610,790 CHF 99.83% 99.83%
02/05/2024 0.06% 18.10 CHF 18.11 CHF 250,000 250,000 250,000 250,000 4,520,700 CHF 4,523,200 CHF 99.57% 99.57%

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