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% 20.56 CHF 20.57 CHF 250,000 250,000 249,799 249,799 5,112,270 CHF 5,114,770 CHF 100.00% 100.00%
15/05/2024 0.05% 20.27 CHF 20.28 CHF 250,000 250,000 249,520 249,520 4,996,280 CHF 4,998,780 CHF 100.00% 100.00%
14/05/2024 0.05% 19.88 CHF 19.89 CHF 250,000 250,000 249,952 249,952 4,949,920 CHF 4,952,420 CHF 99.80% 99.80%
13/05/2024 0.05% 19.82 CHF 19.83 CHF 250,000 250,000 250,000 250,000 4,946,160 CHF 4,948,660 CHF 100.00% 100.00%
10/05/2024 0.05% 19.68 CHF 19.69 CHF 250,000 250,000 250,000 250,000 4,940,040 CHF 4,942,540 CHF 99.99% 99.99%
08/05/2024 0.05% 19.64 CHF 19.65 CHF 250,000 250,000 249,957 249,957 4,898,130 CHF 4,900,630 CHF 96.63% 96.63%
07/05/2024 0.05% 19.70 CHF 19.71 CHF 250,000 250,000 249,887 249,887 4,895,360 CHF 4,897,860 CHF 98.40% 98.40%
06/05/2024 0.05% 19.39 CHF 19.40 CHF 250,000 250,000 250,000 250,000 4,824,880 CHF 4,827,380 CHF 100.00% 100.00%
03/05/2024 0.05% 19.04 CHF 19.05 CHF 250,000 250,000 250,000 250,000 4,729,590 CHF 4,732,090 CHF 99.87% 99.87%
02/05/2024 0.05% 18.59 CHF 18.60 CHF 250,000 250,000 250,000 250,000 4,642,770 CHF 4,645,270 CHF 99.57% 99.57%

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