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
29/05/2024 0.03% 79.23 CHF 79.25 CHF 18,000 18,000 8,318 8,318 658,710 CHF 658,877 CHF 94.15% 94.15%
28/05/2024 0.03% 77.59 CHF 77.61 CHF 19,000 19,000 8,394 8,394 643,725 CHF 643,893 CHF 96.81% 96.81%
27/05/2024 0.08% 75.86 CHF 75.92 CHF 6,000 6,000 5,862 5,862 445,914 CHF 446,286 CHF 97.49% 97.49%
24/05/2024 0.03% 72.85 CHF 72.87 CHF 20,000 20,000 8,567 8,567 620,918 CHF 621,090 CHF 96.34% 96.34%
23/05/2024 0.04% 72.32 CHF 72.34 CHF 20,000 20,000 7,322 7,322 522,465 CHF 522,643 CHF 98.81% 98.81%
22/05/2024 0.03% 65.57 CHF 65.59 CHF 22,000 22,000 9,865 9,865 648,009 CHF 648,206 CHF 97.72% 97.72%
21/05/2024 0.03% 65.14 CHF 65.16 CHF 22,000 22,000 10,082 10,082 656,869 CHF 657,071 CHF 97.13% 97.13%
17/05/2024 0.03% 64.21 CHF 64.23 CHF 23,000 23,000 9,966 9,966 643,485 CHF 643,685 CHF 97.49% 97.49%
16/05/2024 0.03% 65.28 CHF 65.30 CHF 22,000 22,000 9,921 9,921 645,423 CHF 645,622 CHF 97.53% 97.53%
15/05/2024 0.03% 64.56 CHF 64.58 CHF 22,000 22,000 10,106 10,106 637,360 CHF 637,562 CHF 97.52% 97.52%

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